+183.8%
VXUS vs RMBS
+306.2%
-122.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | +2.2% | -12.2% | +14.4% | +4.2% |
| 3M | +3.0% | -49.5% | +52.5% | +14.1% |
| 6M | +10.7% | -7.1% | +17.8% | +8.9% |
| YTD | +17.8% | -7.0% | +24.8% | +14.7% |
| 1Y | +27.6% | +13.3% | +14.2% | +18.4% |
| 3Y | +73.3% | +49.2% | +24.1% | +45.1% |
| 5Y | +54.3% | +250.0% | -195.6% | +7.4% |
| 10Y | +149.8% | +495.1% | -345.3% | +52.4% |
| All | +183.8% | +306.2% | -122.4% | +56.6% |
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