+147.1%
VXUS vs RMBS
+579.1%
-432.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.1% |
| 7D | -0.5% | +3.0% | -3.5% | -1.4% |
| 30D | -1.2% | -15.5% | +14.3% | +1.3% |
| 3M | -3.8% | -11.5% | +7.6% | -2.7% |
| 6M | -1.7% | -36.5% | +34.9% | +4.4% |
| YTD | +11.4% | -7.1% | +18.5% | +6.4% |
| 1Y | +13.3% | -18.7% | +32.0% | +10.8% |
| 3Y | +70.0% | +36.2% | +33.8% | +37.1% |
| 5Y | +48.1% | +252.0% | -203.9% | -15.1% |
| 10Y | +147.1% | +561.2% | -414.1% | +6.9% |
| All | +147.1% | +579.1% | -432.0% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling