+35.7%
RMBS vs ELF
+19.5%
+16.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.7% |
| 7D | +21.9% | +3.4% | +18.6% | +21.0% |
| 30D | -13.4% | +5.0% | -18.4% | -14.4% |
| 3M | -15.9% | +22.6% | -38.5% | -20.4% |
| 6M | -34.8% | +104.0% | -138.7% | -46.7% |
| YTD | -7.5% | +49.3% | -56.8% | -18.7% |
| 1Y | -16.9% | +46.0% | -62.9% | -26.5% |
| All | +35.7% | +19.5% | +16.2% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling