+13.3%
RMBS vs ELF
-17.5%
+30.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | -0.3% | +5.4% | -5.7% | -1.5% |
| 30D | -12.2% | +27.0% | -39.1% | -17.1% |
| 3M | -49.5% | +113.2% | -162.7% | -58.2% |
| 6M | -7.1% | +36.6% | -43.7% | -14.4% |
| YTD | -7.0% | +44.2% | -51.2% | -15.8% |
| 1Y | +13.3% | -18.0% | +31.3% | +18.4% |
| All | +13.3% | -17.5% | +30.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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