+149.4%
EWT vs RMBS
+265.4%
-116.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -1.1% | +1.8% | -2.9% | -1.5% |
| 30D | +4.5% | -13.9% | +18.4% | +8.1% |
| 3M | +8.3% | -39.8% | +48.1% | +20.7% |
| 6M | +54.2% | -6.0% | +60.2% | +53.1% |
| YTD | +74.6% | -5.4% | +79.9% | +70.5% |
| 1Y | +84.9% | -1.8% | +86.7% | +76.8% |
| 3Y | +197.5% | +53.7% | +143.9% | +138.9% |
| All | +149.4% | +265.4% | -116.0% | +42.7% |
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 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