+46.7%
EEM vs RMBS
+267.8%
-221.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +2.0% | +3.5% | -1.5% | +1.4% |
| 30D | +5.1% | -8.6% | +13.7% | +6.7% |
| 3M | +4.6% | -40.3% | +44.9% | +13.7% |
| 6M | +17.8% | -1.0% | +18.8% | +15.9% |
| YTD | +25.8% | -4.6% | +30.4% | +23.4% |
| 1Y | +36.4% | +17.6% | +18.8% | +27.5% |
| 3Y | +90.0% | +58.6% | +31.4% | +58.3% |
| All | +46.7% | +267.8% | -221.1% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling