-35.6%
ELAN vs RMBS
+677.9%
-713.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | -5.4% | +1.8% | -7.2% | -5.8% |
| 30D | +4.7% | -13.9% | +18.6% | +8.3% |
| 3M | -3.7% | -39.8% | +36.1% | +7.3% |
| 6M | -1.2% | -6.0% | +4.8% | -4.5% |
| YTD | +2.4% | -5.4% | +7.7% | -3.0% |
| 1Y | +23.4% | -1.8% | +25.2% | +13.1% |
| 3Y | +96.7% | +53.7% | +43.0% | +44.1% |
| 5Y | -30.6% | +268.5% | -299.1% | -65.2% |
| All | -35.6% | +677.9% | -713.5% | -74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling