+13.3%
RMBS vs EFV
+30.7%
-17.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.6% |
| 7D | -0.3% | +1.5% | -1.8% | -3.4% |
| 30D | -12.2% | +1.7% | -13.9% | -15.2% |
| 3M | -49.5% | +8.6% | -58.2% | -57.1% |
| 6M | -7.1% | +11.7% | -18.8% | -24.0% |
| YTD | -7.0% | +19.3% | -26.3% | -36.0% |
| 1Y | +13.3% | +30.2% | -16.9% | -39.9% |
| All | +13.3% | +30.7% | -17.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling