+169.7%
EXE vs RMBS
+327.8%
-158.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | -0.9% | -13.9% | +13.0% | +0.5% |
| 3M | +9.6% | -39.8% | +49.4% | +14.9% |
| 6M | -11.6% | -6.0% | -5.6% | -14.2% |
| YTD | -12.6% | -5.4% | -7.2% | -16.2% |
| 1Y | +1.2% | -1.8% | +3.0% | -4.9% |
| 3Y | +18.0% | +53.7% | -35.6% | -3.4% |
| 5Y | +101.1% | +268.5% | -167.4% | +24.5% |
| All | +169.7% | +327.8% | -158.1% | +64.0% |
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