+168.3%
VXUS vs RMBS
+305.7%
-137.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | 0.0% |
| 7D | -0.5% | +3.0% | -3.5% | -1.3% |
| 30D | -1.2% | -15.5% | +14.3% | +1.0% |
| 3M | -3.8% | -11.5% | +7.6% | -2.8% |
| 6M | -1.7% | -36.5% | +34.9% | +3.6% |
| YTD | +11.4% | -7.1% | +18.5% | +7.6% |
| 1Y | +13.3% | -18.7% | +32.0% | +11.5% |
| 3Y | +70.0% | +36.2% | +33.8% | +44.2% |
| 5Y | +48.1% | +252.0% | -203.9% | +2.1% |
| 10Y | +147.1% | +561.2% | -414.1% | +47.5% |
| All | +168.3% | +305.7% | -137.4% | +46.9% |
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 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