+270.9%
RMBS price history and return analytics
+65.7%
+205.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +2.2% |
| 7D | +3.5% | -0.1% | +3.6% | +3.7% |
| 30D | -8.6% | -0.7% | -7.9% | -7.3% |
| 3M | -40.3% | +4.0% | -44.3% | -43.8% |
| 6M | -1.0% | +12.3% | -13.3% | -17.5% |
| YTD | -4.6% | +14.0% | -18.6% | -21.8% |
| 1Y | +17.6% | +20.3% | -2.7% | -10.8% |
| 3Y | +58.6% | +75.4% | -16.8% | -28.4% |
| 5Y | +270.9% | +66.0% | +205.0% | +86.1% |
| All | +270.9% | +65.7% | +205.2% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling