+2,385.0%
ELV vs RMBS
+934.4%
+1,450.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.5% |
| 7D | -0.3% | +3.0% | -3.2% | -0.5% |
| 30D | +2.0% | -14.4% | +16.4% | +3.2% |
| 3M | -3.5% | -42.8% | +39.4% | +0.7% |
| 6M | +40.2% | -1.4% | +41.6% | +37.5% |
| YTD | +15.8% | -5.4% | +21.3% | +13.5% |
| 1Y | +33.2% | +18.6% | +14.6% | +26.8% |
| 3Y | -6.2% | +57.3% | -63.5% | -16.1% |
| 5Y | +16.4% | +265.7% | -249.3% | -5.8% |
| 10Y | +259.8% | +546.0% | -286.3% | +170.7% |
| All | +2,385.0% | +934.4% | +1,450.6% | +1,367.7% |
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 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