+387.6%
EFA vs RMBS
+1,427.0%
-1,039.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -0.5% | +3.5% | -3.9% | -0.9% |
| 30D | -1.3% | -8.6% | +7.3% | -0.3% |
| 3M | +5.2% | -40.3% | +45.5% | +11.6% |
| 6M | +9.4% | -1.0% | +10.3% | +7.1% |
| YTD | +12.7% | -4.6% | +17.3% | +10.0% |
| 1Y | +19.3% | +17.6% | +1.7% | +12.1% |
| 3Y | +66.3% | +58.6% | +7.7% | +44.6% |
| 5Y | +53.4% | +270.9% | -217.6% | +17.3% |
| 10Y | +144.4% | +569.1% | -424.6% | +69.9% |
| All | +387.6% | +1,427.0% | -1,039.5% | +138.3% |
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 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