+309.5%
RMBS price history and return analytics
+356.5%
-47.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.8% |
| 7D | +10.3% | +2.4% | +8.0% | +7.2% |
| 30D | -10.7% | -1.5% | -9.2% | -7.9% |
| 3M | -17.2% | -4.1% | -13.1% | -11.0% |
| 6M | -39.0% | +0.6% | -39.6% | -37.1% |
| YTD | -10.5% | +11.0% | -21.5% | -17.1% |
| 1Y | -11.0% | +13.3% | -24.3% | -19.3% |
| 3Y | +31.3% | +73.4% | -42.1% | -23.6% |
| 5Y | +242.8% | +57.4% | +185.3% | +129.0% |
| 10Y | +536.9% | +221.7% | +315.2% | +92.0% |
| All | +309.5% | +356.5% | -47.0% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling