+591.5%
EWT vs RMBS
-29.9%
+621.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.1% | +3.5% | -1.3% | +1.6% |
| 30D | +9.4% | -8.6% | +18.0% | +10.8% |
| 3M | +10.9% | -40.3% | +51.2% | +19.3% |
| 6M | +57.9% | -1.0% | +58.9% | +56.1% |
| YTD | +75.9% | -4.6% | +80.5% | +73.4% |
| 1Y | +89.7% | +17.6% | +72.1% | +79.9% |
| 3Y | +200.9% | +58.6% | +142.2% | +164.1% |
| 5Y | +154.5% | +270.9% | -116.4% | +95.7% |
| 10Y | +520.8% | +569.1% | -48.3% | +331.4% |
| All | +591.5% | -29.9% | +621.4% | +261.9% |
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 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