-1.8%
RMBS price history and return analytics
+19.6%
-21.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | -1.1% |
| 7D | +1.8% | -1.1% | +2.9% | +5.6% |
| 30D | -13.9% | -1.0% | -12.9% | -10.9% |
| 3M | -39.8% | +3.2% | -43.0% | -44.8% |
| 6M | -6.0% | +12.5% | -18.5% | -31.5% |
| YTD | -5.4% | +14.1% | -19.4% | -34.4% |
| 1Y | -1.8% | +18.9% | -20.7% | -42.1% |
| All | -1.8% | +19.6% | -21.5% | -42.1% |
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