+270.9%
RMBS vs BBWI
-68.8%
+339.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | +2.6% |
| 7D | +3.5% | -4.4% | +7.9% | +4.6% |
| 30D | -8.6% | -7.4% | -1.2% | -7.4% |
| 3M | -40.3% | -2.2% | -38.1% | -41.0% |
| 6M | -1.0% | -16.3% | +15.3% | +1.1% |
| YTD | -4.6% | -9.1% | +4.5% | -5.3% |
| 1Y | +17.6% | -34.5% | +52.1% | +27.5% |
| 3Y | +58.6% | -47.0% | +105.6% | +76.7% |
| 5Y | +270.9% | -68.8% | +339.8% | +396.0% |
| All | +270.9% | -68.8% | +339.8% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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