+78.2%
ECL vs RMBS
+32.1%
+46.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.7% |
| 7D | +2.9% | +10.3% | -7.5% | +2.6% |
| 30D | +7.5% | -10.7% | +18.2% | +7.7% |
| 3M | +12.2% | -17.2% | +29.5% | +12.6% |
| 6M | +24.6% | -39.0% | +63.6% | +25.9% |
| YTD | +18.8% | -10.5% | +29.3% | +17.1% |
| 1Y | +19.3% | -11.0% | +30.3% | +17.5% |
| 3Y | +78.2% | +31.3% | +46.9% | +66.6% |
| All | +78.2% | +32.1% | +46.1% | +66.6% |
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