+179.3%
EXE vs RMBS
+327.4%
-148.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -1.8% | +3.0% | -4.7% | -2.1% |
| 30D | +6.4% | -14.4% | +20.8% | +7.9% |
| 3M | +9.2% | -42.8% | +52.1% | +15.2% |
| 6M | -7.0% | -1.4% | -5.6% | -10.4% |
| YTD | -9.5% | -5.4% | -4.0% | -13.2% |
| 1Y | +6.2% | +18.6% | -12.3% | -3.4% |
| 3Y | +20.7% | +57.3% | -36.5% | -1.7% |
| 5Y | +103.6% | +265.7% | -162.1% | +26.2% |
| All | +179.3% | +327.4% | -148.1% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling