+710.1%
VTV vs RMBS
+179.6%
+530.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -2.1% | +1.2% | -3.3% | -2.2% |
| 30D | -1.3% | -11.5% | +10.2% | +0.1% |
| 3M | +5.6% | -38.2% | +43.8% | +11.3% |
| 6M | +12.4% | -4.8% | +17.1% | +10.2% |
| YTD | +17.6% | -7.1% | +24.8% | +14.8% |
| 1Y | +23.5% | +10.7% | +12.8% | +16.4% |
| 3Y | +67.0% | +54.5% | +12.5% | +44.6% |
| 5Y | +80.5% | +261.7% | -181.1% | +36.5% |
| 10Y | +230.6% | +551.5% | -320.9% | +126.3% |
| All | +710.1% | +179.6% | +530.5% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling