+85.5%
ETN vs RMBS
+55.3%
+30.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.4% |
| 7D | +3.5% | +1.8% | +1.8% | +3.0% |
| 30D | -7.5% | -13.9% | +6.4% | -3.3% |
| 3M | +8.3% | -39.8% | +48.1% | +24.7% |
| 6M | +20.2% | -6.0% | +26.2% | +17.9% |
| YTD | +34.7% | -5.4% | +40.0% | +28.9% |
| 1Y | +19.4% | -1.8% | +21.3% | +11.4% |
| 3Y | +85.5% | +53.7% | +31.8% | +39.5% |
| All | +85.5% | +55.3% | +30.2% | +39.5% |
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