+80.3%
EXE vs RMBS
+240.2%
-159.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.1% |
| 7D | +5.3% | +10.3% | -5.0% | +4.3% |
| 30D | -2.2% | -10.7% | +8.5% | -1.5% |
| 3M | -5.9% | -17.2% | +11.3% | -4.8% |
| 6M | -5.7% | -39.0% | +33.3% | -2.6% |
| YTD | -17.8% | -10.5% | -7.3% | -21.3% |
| 1Y | -23.1% | -11.0% | -12.2% | -26.5% |
| 3Y | +21.2% | +31.3% | -10.2% | +1.5% |
| All | +80.3% | +240.2% | -159.9% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling