+150.1%
VXUS vs RMBS
+557.5%
-407.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | +0.3% | +3.5% | -3.2% | -0.4% |
| 30D | +0.7% | -8.6% | +9.3% | +2.2% |
| 3M | +4.8% | -40.3% | +45.1% | +14.3% |
| 6M | +11.3% | -1.0% | +12.3% | +7.6% |
| YTD | +16.5% | -4.6% | +21.1% | +11.9% |
| 1Y | +24.3% | +17.6% | +6.7% | +12.0% |
| 3Y | +74.5% | +58.6% | +15.9% | +35.8% |
| 5Y | +54.3% | +270.9% | -216.6% | -11.5% |
| 10Y | +150.1% | +569.1% | -419.0% | +11.9% |
| All | +150.1% | +557.5% | -407.4% | +11.9% |
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