+137.3%
ETSY vs RMBS
+568.1%
-430.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -12.9% | +3.5% | -16.3% | -13.8% |
| 30D | -11.5% | -8.6% | -2.9% | -9.6% |
| 3M | +3.5% | -40.3% | +43.8% | +17.4% |
| 6M | +27.6% | -1.0% | +28.6% | +17.0% |
| YTD | +28.4% | -4.6% | +33.0% | +16.7% |
| 1Y | +27.1% | +17.6% | +9.5% | +3.8% |
| 3Y | +6.0% | +58.6% | -52.6% | -32.8% |
| 5Y | -67.1% | +270.9% | -338.1% | -86.6% |
| 10Y | +421.9% | +569.1% | -147.2% | +59.7% |
| All | +137.3% | +568.1% | -430.8% | -29.2% |
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