+856.1%
EEM vs RMBS
+467.2%
+388.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +3.1% | +3.0% | +0.1% | +2.5% |
| 30D | +4.9% | -14.4% | +19.3% | +7.7% |
| 3M | +5.2% | -42.8% | +48.1% | +15.6% |
| 6M | +20.7% | -1.4% | +22.1% | +18.4% |
| YTD | +26.5% | -5.4% | +31.9% | +23.7% |
| 1Y | +37.8% | +18.6% | +19.3% | +27.8% |
| 3Y | +91.0% | +57.3% | +33.7% | +59.3% |
| 5Y | +47.0% | +265.7% | -218.7% | +2.5% |
| 10Y | +125.6% | +546.0% | -420.4% | +38.1% |
| All | +856.1% | +467.2% | +388.9% | +334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling