+538.8%
VZ vs RMBS
+1,339.3%
-800.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +7.9% | -12.2% | +20.1% | +8.5% |
| 3M | +13.6% | -49.5% | +63.2% | +16.7% |
| 6M | +1.1% | -7.1% | +8.2% | +0.3% |
| YTD | +29.3% | -7.0% | +36.3% | +27.7% |
| 1Y | +21.2% | +13.3% | +7.9% | +18.0% |
| 3Y | +75.9% | +49.2% | +26.6% | +65.6% |
| 5Y | +24.1% | +250.0% | -225.9% | +10.2% |
| 10Y | +62.4% | +495.1% | -432.7% | +38.0% |
| All | +538.8% | +1,339.3% | -800.6% | +318.5% |
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