+76.5%
VUG vs RMBS
+258.2%
-181.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | -1.9% | +1.2% | -3.1% | -2.2% |
| 30D | -1.6% | -11.5% | +9.9% | +1.0% |
| 3M | +4.4% | -38.2% | +42.6% | +14.9% |
| 6M | +13.2% | -4.8% | +18.0% | +8.6% |
| YTD | +7.5% | -7.1% | +14.6% | +1.7% |
| 1Y | +12.5% | +10.7% | +1.8% | -1.1% |
| 3Y | +86.0% | +54.5% | +31.5% | +34.6% |
| 5Y | +76.5% | +261.7% | -185.2% | -20.8% |
| All | +76.5% | +258.2% | -181.7% | -20.8% |
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