+57.6%
ECL vs RMBS
+55.1%
+2.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -0.8% | +3.0% | -3.7% | -0.9% |
| 30D | -2.5% | -14.4% | +11.9% | -2.0% |
| 3M | +8.3% | -42.8% | +51.2% | +10.8% |
| 6M | -1.1% | -1.4% | +0.3% | -2.6% |
| YTD | +6.5% | -5.4% | +12.0% | +4.8% |
| 1Y | +2.1% | +18.6% | -16.5% | -1.6% |
| 3Y | +57.6% | +57.3% | +0.3% | +40.4% |
| All | +57.6% | +55.1% | +2.5% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling