+13.3%
RMBS price history and return analytics
+23.3%
-10.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.4% |
| 7D | -0.3% | +0.4% | -0.8% | -2.0% |
| 30D | -12.2% | +1.0% | -13.1% | -14.9% |
| 3M | -49.5% | +2.4% | -51.9% | -52.0% |
| 6M | -7.1% | +12.0% | -19.2% | -31.4% |
| YTD | -7.0% | +15.3% | -22.3% | -38.6% |
| 1Y | +13.3% | +22.6% | -9.2% | -48.0% |
| All | +13.3% | +23.3% | -10.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling