+57.9%
EWT vs RMBS
+2.3%
+55.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +2.1% | +3.5% | -1.3% | +1.1% |
| 30D | +9.4% | -8.6% | +18.0% | +12.2% |
| 3M | +10.9% | -40.3% | +51.2% | +26.5% |
| 6M | +57.9% | -1.0% | +58.9% | +49.6% |
| All | +57.9% | +2.3% | +55.7% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling