+589.1%
RMBS vs ELF
+317.0%
+272.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.8% |
| 7D | +3.5% | -6.8% | +10.2% | +5.1% |
| 30D | -8.6% | +5.1% | -13.7% | -10.0% |
| 3M | -40.3% | +79.8% | -120.1% | -48.5% |
| 6M | -1.0% | +29.7% | -30.7% | -8.3% |
| YTD | -4.6% | +31.6% | -36.2% | -12.6% |
| 1Y | +17.6% | -27.9% | +45.5% | +21.4% |
| 3Y | +58.6% | -26.4% | +85.1% | +51.1% |
| 5Y | +270.9% | +235.6% | +35.3% | +147.4% |
| All | +589.1% | +317.0% | +272.1% | +301.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling