+5,726.4%
ETN vs RMBS
+1,376.2%
+4,350.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +6.2% | +3.5% | +2.8% | +5.8% |
| 30D | -6.7% | -8.6% | +1.9% | -5.6% |
| 3M | +3.6% | -40.3% | +43.9% | +10.5% |
| 6M | +18.3% | -1.0% | +19.3% | +17.2% |
| YTD | +31.5% | -4.6% | +36.1% | +30.1% |
| 1Y | +20.6% | +17.6% | +3.0% | +15.6% |
| 3Y | +82.5% | +58.6% | +23.9% | +65.6% |
| 5Y | +177.8% | +270.9% | -93.1% | +126.6% |
| 10Y | +705.0% | +569.1% | +135.9% | +510.8% |
| All | +5,726.4% | +1,376.2% | +4,350.2% | +3,169.6% |
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 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