+21.7%
ELV vs RMBS
+265.4%
-243.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.5% |
| 7D | +2.8% | +1.8% | +1.0% | +2.7% |
| 30D | +4.9% | -13.9% | +18.8% | +5.3% |
| 3M | +4.9% | -39.8% | +44.7% | +6.2% |
| 6M | +45.1% | -6.0% | +51.1% | +43.0% |
| YTD | +20.7% | -5.4% | +26.0% | +18.7% |
| 1Y | +35.0% | -1.8% | +36.8% | +32.3% |
| 3Y | -2.4% | +53.7% | -56.1% | -8.6% |
| All | +21.7% | +265.4% | -243.7% | -6.6% |
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