+558.9%
RMBS vs BTG
+159.3%
+399.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.8% | -3.8% | +5.5% | +2.5% |
| 30D | -13.9% | +3.6% | -17.5% | -14.6% |
| 3M | -39.8% | +32.0% | -71.8% | -43.3% |
| 6M | -6.0% | +3.4% | -9.4% | -7.4% |
| YTD | -5.4% | +20.8% | -26.1% | -9.2% |
| 1Y | -1.8% | +22.4% | -24.2% | -6.5% |
| 3Y | +53.7% | +91.7% | -38.1% | +33.7% |
| 5Y | +268.5% | +79.0% | +189.5% | +220.1% |
| All | +558.9% | +159.3% | +399.6% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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