+35.6%
ELV vs RMBS
+11.7%
+23.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +3.2% | +1.8% | +1.4% | +3.2% |
| 30D | +5.4% | -13.9% | +19.3% | +5.4% |
| 3M | +5.4% | -39.8% | +45.2% | +5.8% |
| 6M | +45.7% | -6.0% | +51.7% | +40.3% |
| YTD | +21.2% | -5.4% | +26.6% | +17.2% |
| 1Y | +35.6% | -1.8% | +37.4% | +31.8% |
| All | +35.6% | +11.7% | +23.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling