-1.8%
RMBS vs EFV
+27.7%
-29.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | -0.2% |
| 7D | +1.8% | -0.8% | +2.6% | +3.4% |
| 30D | -13.9% | +0.6% | -14.5% | -15.1% |
| 3M | -39.8% | +7.5% | -47.3% | -48.0% |
| 6M | -6.0% | +13.0% | -19.0% | -24.6% |
| YTD | -5.4% | +18.3% | -23.7% | -32.7% |
| 1Y | -1.8% | +26.7% | -28.6% | -41.6% |
| All | -1.8% | +27.7% | -29.5% | -41.6% |
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