-5.5%
ETN vs RMBS
-18.2%
+12.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.0% | -3.9% | -7.9% |
| 7D | -10.1% | -8.9% | -1.2% | -7.2% |
| 30D | -18.4% | -24.8% | +6.5% | -10.9% |
| 3M | -20.4% | -17.6% | -2.9% | -16.0% |
| 6M | -16.0% | -25.7% | +9.7% | -9.0% |
| YTD | +11.8% | -9.8% | +21.6% | +5.9% |
| 1Y | -5.5% | -17.4% | +11.9% | -7.6% |
| All | -5.5% | -18.2% | +12.7% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling