+192.2%
EWT vs RMBS
+52.4%
+139.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.9% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | +4.8% | -11.5% | +16.3% | +7.6% |
| 3M | +11.1% | -38.2% | +49.3% | +22.6% |
| 6M | +54.6% | -4.8% | +59.4% | +53.8% |
| YTD | +71.4% | -7.1% | +78.6% | +69.0% |
| 1Y | +82.1% | +10.7% | +71.4% | +70.8% |
| All | +192.2% | +52.4% | +139.8% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling