+64.2%
EWZ vs RMBS
+555.1%
-490.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | +0.1% | +21.9% | -21.9% | -4.2% |
| 30D | -25.9% | -13.4% | -12.4% | -24.3% |
| 3M | -6.1% | -15.9% | +9.7% | -4.2% |
| 6M | -16.1% | -34.8% | +18.7% | -11.5% |
| YTD | +1.0% | -7.5% | +8.5% | -6.2% |
| 1Y | 0.0% | -16.9% | +16.8% | -5.1% |
| 3Y | +16.8% | +35.5% | -18.7% | -13.1% |
| 5Y | +52.1% | +254.2% | -202.1% | -32.4% |
| All | +64.2% | +555.1% | -490.9% | -51.7% |
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 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