+151.1%
ETR vs RMBS
+240.2%
-89.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | 0.0% |
| 7D | +1.2% | +10.3% | -9.2% | +0.8% |
| 30D | +7.0% | -10.7% | +17.7% | +7.3% |
| 3M | +4.6% | -17.2% | +21.8% | +5.0% |
| 6M | +0.1% | -39.0% | +39.2% | +1.2% |
| YTD | +23.2% | -10.5% | +33.7% | +21.7% |
| 1Y | +20.6% | -11.0% | +31.6% | +19.1% |
| 3Y | +156.3% | +31.3% | +124.9% | +146.9% |
| All | +151.1% | +240.2% | -89.1% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling