+20.1%
ETR vs RMBS
+11.7%
+8.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -1.8% | +1.8% | -3.6% | -1.9% |
| 30D | -1.8% | -13.9% | +12.1% | -1.3% |
| 3M | -3.6% | -39.8% | +36.2% | -2.5% |
| 6M | +2.6% | -6.0% | +8.6% | +1.0% |
| YTD | +16.0% | -5.4% | +21.4% | +13.0% |
| 1Y | +20.1% | -1.8% | +22.0% | +18.7% |
| All | +20.1% | +11.7% | +8.4% | +18.7% |
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