-50.0%
VTRS vs RMBS
+566.4%
-616.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -2.2% | +1.8% | -4.0% | -2.5% |
| 30D | +3.3% | -13.9% | +17.2% | +5.6% |
| 3M | +2.0% | -39.8% | +41.8% | +9.3% |
| 6M | +19.9% | -6.0% | +26.0% | +15.6% |
| YTD | +35.7% | -5.4% | +41.1% | +29.1% |
| 1Y | +68.1% | -1.8% | +69.9% | +56.2% |
| 3Y | +87.1% | +53.7% | +33.4% | +45.5% |
| 5Y | +47.6% | +268.5% | -220.9% | -17.3% |
| All | -50.0% | +566.4% | -616.4% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling