+977.1%
BE vs RMBS
+564.5%
+412.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.4% |
| 7D | +23.9% | +3.5% | +20.5% | +21.4% |
| 30D | +27.8% | -8.6% | +36.4% | +35.5% |
| 3M | +3.7% | -40.3% | +44.0% | +45.2% |
| 6M | +78.0% | -1.0% | +78.9% | +74.8% |
| YTD | +209.9% | -4.6% | +214.5% | +199.7% |
| 1Y | +389.6% | +17.6% | +372.0% | +323.3% |
| 3Y | +1,730.6% | +58.6% | +1,671.9% | +1,000.5% |
| 5Y | +1,227.8% | +270.9% | +956.9% | +261.1% |
| All | +977.1% | +564.5% | +412.6% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling