+160.0%
EXPE vs RMBS
+566.4%
-406.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | -5.8% | +1.8% | -7.5% | -6.3% |
| 30D | -13.6% | -13.9% | +0.3% | -10.3% |
| 3M | +25.2% | -39.8% | +65.0% | +40.7% |
| 6M | +22.3% | -6.0% | +28.4% | +13.5% |
| YTD | -0.3% | -5.4% | +5.0% | -9.3% |
| 1Y | +27.8% | -1.8% | +29.6% | +11.6% |
| 3Y | +162.4% | +53.7% | +108.8% | +71.8% |
| 5Y | +95.8% | +268.5% | -172.7% | -18.5% |
| All | +160.0% | +566.4% | -406.4% | -21.9% |
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 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