+2,501.6%
ETR vs RMBS
+1,363.4%
+1,138.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +1.4% | +3.0% | -1.5% | +1.3% |
| 30D | +1.9% | -14.4% | +16.3% | +2.3% |
| 3M | +1.0% | -42.8% | +43.8% | +2.6% |
| 6M | +4.8% | -1.4% | +6.2% | +4.2% |
| YTD | +19.5% | -5.4% | +25.0% | +18.8% |
| 1Y | +28.1% | +18.6% | +9.5% | +26.1% |
| 3Y | +151.1% | +57.3% | +93.9% | +142.5% |
| 5Y | +125.2% | +265.7% | -140.5% | +110.4% |
| 10Y | +291.1% | +546.0% | -254.9% | +256.6% |
| All | +2,501.6% | +1,363.4% | +1,138.2% | +2,105.1% |
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