+80.6%
VTV vs RMBS
+265.4%
-184.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.1% | +1.8% | -2.9% | -1.3% |
| 30D | -1.0% | -13.9% | +12.9% | +0.4% |
| 3M | +4.6% | -39.8% | +44.4% | +9.6% |
| 6M | +13.5% | -6.0% | +19.5% | +11.4% |
| YTD | +18.5% | -5.4% | +23.9% | +15.2% |
| 1Y | +22.9% | -1.8% | +24.7% | +17.8% |
| 3Y | +67.8% | +53.7% | +14.2% | +44.2% |
| All | +80.6% | +265.4% | -184.8% | +21.8% |
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 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