+84.1%
EWZ vs RMBS
+543.2%
-459.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.6% |
| 7D | +5.6% | +3.0% | +2.6% | +4.9% |
| 30D | +9.3% | -14.4% | +23.7% | +12.9% |
| 3M | +15.7% | -42.8% | +58.5% | +29.4% |
| 6M | +7.4% | -1.4% | +8.8% | +1.6% |
| YTD | +22.7% | -5.4% | +28.1% | +15.3% |
| 1Y | +36.4% | +18.6% | +17.8% | +17.5% |
| 3Y | +50.4% | +57.3% | -6.9% | +6.6% |
| 5Y | +67.6% | +265.7% | -198.1% | -25.0% |
| 10Y | +84.1% | +546.0% | -462.0% | -40.0% |
| All | +84.1% | +543.2% | -459.1% | -40.0% |
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