+65.5%
VZ vs RMBS
+571.2%
-505.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | +0.9% |
| 7D | +2.2% | -3.9% | +6.1% | +2.2% |
| 30D | +10.6% | -24.9% | +35.5% | +10.5% |
| 3M | -0.6% | -20.5% | +19.9% | -0.7% |
| 6M | +0.7% | -37.5% | +38.3% | +0.7% |
| YTD | +20.6% | -12.1% | +32.7% | +19.3% |
| 1Y | +22.7% | -25.0% | +47.7% | +21.9% |
| 3Y | +57.2% | +36.1% | +21.1% | +49.9% |
| 5Y | +21.4% | +236.1% | -214.8% | +3.1% |
| 10Y | +65.5% | +541.3% | -475.8% | +24.6% |
| All | +65.5% | +571.2% | -505.7% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling