+18.7%
EWZ vs RMBS
+32.1%
-13.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.7% |
| 7D | +0.8% | +10.3% | -9.6% | -0.2% |
| 30D | -24.4% | -10.7% | -13.6% | -23.9% |
| 3M | -4.6% | -17.2% | +12.6% | -3.5% |
| 6M | -11.6% | -39.0% | +27.5% | -8.5% |
| YTD | +2.4% | -10.5% | +12.9% | -0.6% |
| 1Y | +2.1% | -11.0% | +13.1% | -1.0% |
| 3Y | +18.7% | +31.3% | -12.6% | +3.1% |
| All | +18.7% | +32.1% | -13.3% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling