+202.3%
ECL vs RMBS
+534.0%
-331.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.0% |
| 7D | +2.9% | +10.3% | -7.5% | +1.4% |
| 30D | +7.5% | -10.7% | +18.2% | +8.6% |
| 3M | +12.2% | -17.2% | +29.5% | +14.1% |
| 6M | +24.6% | -39.0% | +63.6% | +30.2% |
| YTD | +18.8% | -10.5% | +29.3% | +13.0% |
| 1Y | +19.3% | -11.0% | +30.3% | +13.2% |
| 3Y | +78.2% | +31.3% | +46.9% | +43.0% |
| 5Y | +38.8% | +242.8% | -204.0% | -23.7% |
| All | +202.3% | +534.0% | -331.7% | +24.0% |
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