+75.8%
VXUS vs RMBS
+55.1%
+20.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | +1.6% | +3.0% | -1.4% | +1.2% |
| 30D | +1.0% | -14.4% | +15.4% | +2.9% |
| 3M | +5.7% | -42.8% | +48.5% | +12.4% |
| 6M | +13.6% | -1.4% | +15.0% | +11.7% |
| YTD | +17.4% | -5.4% | +22.8% | +15.1% |
| 1Y | +25.1% | +18.6% | +6.5% | +18.0% |
| 3Y | +75.8% | +57.3% | +18.6% | +54.0% |
| All | +75.8% | +55.1% | +20.7% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling