+321.7%
VWO vs RMBS
+498.1%
-176.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -1.8% | +1.8% | -3.5% | -2.1% |
| 30D | -0.1% | -13.9% | +13.8% | +2.5% |
| 3M | +2.2% | -39.8% | +42.0% | +10.9% |
| 6M | +8.8% | -6.0% | +14.8% | +6.8% |
| YTD | +12.4% | -5.4% | +17.7% | +8.9% |
| 1Y | +15.6% | -1.8% | +17.4% | +10.0% |
| 3Y | +62.5% | +53.7% | +8.9% | +33.9% |
| 5Y | +34.3% | +268.5% | -234.3% | -9.0% |
| 10Y | +114.8% | +563.9% | -449.1% | +26.3% |
| All | +321.7% | +498.1% | -176.5% | +89.4% |
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