+36.2%
EMB vs RMBS
+534.0%
-497.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -0.9% | +10.3% | -11.2% | -1.6% |
| 30D | +0.4% | -10.7% | +11.1% | +0.9% |
| 3M | -3.1% | -17.2% | +14.1% | -2.3% |
| 6M | -2.1% | -39.0% | +37.0% | +0.2% |
| YTD | -1.1% | -10.5% | +9.4% | -2.9% |
| 1Y | -0.1% | -11.0% | +10.9% | -2.0% |
| 3Y | +29.6% | +31.3% | -1.8% | +18.8% |
| 5Y | +7.2% | +242.8% | -235.6% | -14.8% |
| All | +36.2% | +534.0% | -497.8% | -2.8% |
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 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