+13.3%
VXUS vs RMBS
-22.1%
+35.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.2% |
| 7D | -0.5% | +3.0% | -3.5% | -1.1% |
| 30D | -1.2% | -15.5% | +14.3% | +0.5% |
| 3M | -3.8% | -11.5% | +7.6% | -3.1% |
| 6M | -1.7% | -36.5% | +34.9% | +2.5% |
| YTD | +11.4% | -7.1% | +18.5% | +8.0% |
| 1Y | +13.3% | -18.7% | +32.0% | +11.2% |
| All | +13.3% | -22.1% | +35.4% | +11.2% |
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