+46.4%
VTRS vs RMBS
+265.4%
-219.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -2.2% | +1.8% | -4.0% | -2.4% |
| 30D | +3.3% | -13.9% | +17.2% | +4.7% |
| 3M | +2.0% | -39.8% | +41.8% | +6.3% |
| 6M | +19.9% | -6.0% | +26.0% | +16.9% |
| YTD | +35.7% | -5.4% | +41.1% | +31.3% |
| 1Y | +68.1% | -1.8% | +69.9% | +60.4% |
| 3Y | +87.1% | +53.7% | +33.4% | +59.0% |
| All | +46.4% | +265.4% | -219.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling