+6.0%
VWO vs RMBS
-18.2%
+24.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.5% |
| 7D | -1.3% | -8.9% | +7.6% | -0.1% |
| 30D | -7.1% | -24.8% | +17.7% | -3.8% |
| 3M | -6.1% | -17.6% | +11.5% | -4.2% |
| 6M | -3.9% | -25.7% | +21.8% | -1.2% |
| YTD | +5.0% | -9.8% | +14.8% | +2.8% |
| 1Y | +6.0% | -17.4% | +23.3% | +4.4% |
| All | +6.0% | -18.2% | +24.2% | +4.4% |
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 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