-65.8%
ETSY vs RMBS
+265.4%
-331.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | -4.9% | +1.8% | -6.7% | -5.3% |
| 30D | -8.6% | -13.9% | +5.3% | -5.8% |
| 3M | +4.8% | -39.8% | +44.6% | +16.0% |
| 6M | +38.1% | -6.0% | +44.1% | +29.6% |
| YTD | +31.2% | -5.4% | +36.6% | +20.7% |
| 1Y | +22.1% | -1.8% | +23.9% | +8.2% |
| 3Y | +12.2% | +53.7% | -41.4% | -27.0% |
| All | -65.8% | +265.4% | -331.2% | -89.6% |
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