-27.0%
ETHA vs RMBS
+39.7%
-66.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.6% |
| 7D | +3.5% | +1.8% | +1.7% | +2.8% |
| 30D | +35.3% | -13.9% | +49.2% | +42.0% |
| 3M | +50.9% | -39.8% | +90.7% | +76.2% |
| 6M | +22.1% | -6.0% | +28.1% | +10.4% |
| YTD | -14.6% | -5.4% | -9.2% | -24.7% |
| 1Y | -42.8% | -1.8% | -41.0% | -51.2% |
| All | -27.0% | +39.7% | -66.6% | -51.9% |
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