+2,580.7%
ETR vs RMBS
+1,284.9%
+1,295.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.4% |
| 1Y | +20.6% | -11.0% | +31.6% | +19.8% |
| 3Y | +156.3% | +31.3% | +124.9% | +148.6% |
| 5Y | +159.6% | +242.8% | -83.1% | +142.6% |
| 10Y | +377.1% | +536.9% | -159.9% | +334.5% |
| All | +2,580.7% | +1,284.9% | +1,295.7% | +2,171.7% |
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 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