+668.0%
BE vs RMBS
+523.4%
+144.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -2.9% |
| 7D | +10.8% | +10.3% | +0.5% | +4.7% |
| 30D | -19.8% | -10.7% | -9.1% | -12.7% |
| 3M | -18.7% | -17.2% | -1.5% | -7.7% |
| 6M | -33.7% | -39.0% | +5.3% | -8.3% |
| YTD | +121.0% | -10.5% | +131.5% | +124.4% |
| 1Y | +85.4% | -11.0% | +96.4% | +90.9% |
| 3Y | +1,709.5% | +31.3% | +1,678.2% | +1,186.3% |
| 5Y | +462.2% | +242.8% | +219.4% | +62.0% |
| All | +668.0% | +523.4% | +144.5% | +42.9% |
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