+592.4%
RMBS vs EFV
+256.4%
+336.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.4% |
| 7D | +3.0% | +1.0% | +2.0% | +1.9% |
| 30D | -14.4% | +0.2% | -14.6% | -14.5% |
| 3M | -42.8% | +9.6% | -52.5% | -47.9% |
| 6M | -1.4% | +14.0% | -15.4% | -12.7% |
| YTD | -5.4% | +18.5% | -23.9% | -19.2% |
| 1Y | +18.6% | +27.9% | -9.3% | -5.6% |
| 3Y | +57.3% | +92.4% | -35.2% | -14.6% |
| 5Y | +265.7% | +97.2% | +168.5% | +94.4% |
| 10Y | +546.0% | +163.0% | +383.0% | +162.1% |
| All | +592.4% | +256.4% | +336.0% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling