-7.5%
ELV vs RMBS
+56.5%
-64.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.3% |
| 7D | -2.2% | +3.5% | -5.7% | -2.2% |
| 30D | -0.2% | -8.6% | +8.4% | -0.2% |
| 3M | -6.1% | -40.3% | +34.2% | -5.8% |
| 6M | +42.8% | -1.0% | +43.8% | +40.9% |
| YTD | +14.4% | -4.6% | +19.0% | +13.0% |
| 1Y | +28.6% | +17.6% | +11.0% | +26.9% |
| All | -7.5% | +56.5% | -64.0% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling