+303.5%
EWY vs RMBS
+566.4%
-262.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.7% |
| 7D | -0.1% | +1.8% | -1.8% | -0.6% |
| 30D | +7.3% | -13.9% | +21.2% | +12.5% |
| 3M | -5.1% | -39.8% | +34.7% | +10.7% |
| 6M | +42.1% | -6.0% | +48.1% | +44.2% |
| YTD | +94.1% | -5.4% | +99.5% | +93.7% |
| 1Y | +147.8% | -1.8% | +149.6% | +141.1% |
| 3Y | +222.9% | +53.7% | +169.3% | +152.2% |
| 5Y | +150.6% | +268.5% | -117.9% | +35.1% |
| All | +303.5% | +566.4% | -262.9% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling