+27.9%
VTV vs RMBS
-18.2%
+46.1%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +1.8% |
| 7D | +1.8% | -8.9% | +10.7% | +2.2% |
| 30D | +6.0% | -24.8% | +30.8% | +7.3% |
| 3M | +3.7% | -17.6% | +21.2% | +4.3% |
| 6M | +13.9% | -25.7% | +39.6% | +14.8% |
| YTD | +22.8% | -9.8% | +32.6% | +19.9% |
| 1Y | +27.9% | -17.4% | +45.2% | +25.3% |
| All | +27.9% | -18.2% | +46.1% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling