+52.7%
EFA vs RMBS
+265.4%
-212.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -1.5% | +1.8% | -3.3% | -1.8% |
| 30D | -1.7% | -13.9% | +12.2% | +0.3% |
| 3M | +3.5% | -39.8% | +43.3% | +10.0% |
| 6M | +9.5% | -6.0% | +15.5% | +7.4% |
| YTD | +12.9% | -5.4% | +18.2% | +9.5% |
| 1Y | +18.2% | -1.8% | +20.0% | +12.7% |
| 3Y | +64.8% | +53.7% | +11.2% | +37.2% |
| All | +52.7% | +265.4% | -212.7% | -3.3% |
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