+165.8%
VXUS vs RMBS
+303.8%
-138.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | +2.3% | +21.9% | -19.6% | -1.1% |
| 30D | -2.2% | -13.4% | +11.2% | -0.4% |
| 3M | -5.4% | -15.9% | +10.5% | -3.6% |
| 6M | -1.2% | -34.8% | +33.5% | +3.6% |
| YTD | +10.4% | -7.5% | +17.9% | +6.6% |
| 1Y | +11.8% | -16.9% | +28.7% | +9.7% |
| 3Y | +68.4% | +35.5% | +32.8% | +42.9% |
| 5Y | +45.9% | +254.2% | -208.3% | +0.4% |
| 10Y | +144.7% | +558.2% | -413.4% | +46.3% |
| All | +165.8% | +303.8% | -138.0% | +45.6% |
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