+290.1%
ETR vs RMBS
+566.4%
-276.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -1.8% | +1.8% | -3.6% | -2.0% |
| 30D | -1.8% | -13.9% | +12.1% | -0.5% |
| 3M | -3.6% | -39.8% | +36.2% | +0.2% |
| 6M | +2.6% | -6.0% | +8.6% | +0.8% |
| YTD | +16.0% | -5.4% | +21.4% | +13.1% |
| 1Y | +20.1% | -1.8% | +22.0% | +15.8% |
| 3Y | +143.6% | +53.7% | +89.9% | +113.9% |
| 5Y | +124.4% | +268.5% | -144.2% | +59.4% |
| All | +290.1% | +566.4% | -276.4% | +125.0% |
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