+491.1%
VZ vs RMBS
+1,155.2%
-664.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.0% | -7.9% | -1.2% |
| 7D | +2.1% | -12.0% | +14.1% | +2.6% |
| 30D | +1.4% | -33.1% | +34.5% | +3.0% |
| 3M | -1.3% | -23.7% | +22.4% | -0.5% |
| 6M | -0.5% | -42.7% | +42.2% | +1.0% |
| YTD | +19.6% | -18.9% | +38.5% | +18.5% |
| 1Y | +22.4% | -30.0% | +52.4% | +21.9% |
| 3Y | +55.9% | +28.8% | +27.1% | +47.4% |
| 5Y | +20.4% | +210.5% | -190.1% | +7.1% |
| 10Y | +66.9% | +524.7% | -457.8% | +40.9% |
| All | +491.1% | +1,155.2% | -664.1% | +288.2% |
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