+54.9%
RMBS vs ELF
-27.2%
+82.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.9% |
| 7D | +3.5% | -6.8% | +10.2% | +5.2% |
| 30D | -8.6% | +5.1% | -13.7% | -10.0% |
| 3M | -40.3% | +79.8% | -120.1% | -49.0% |
| 6M | -1.0% | +29.7% | -30.7% | -8.6% |
| YTD | -4.6% | +31.6% | -36.2% | -13.0% |
| 1Y | +17.6% | -27.9% | +45.5% | +22.0% |
| All | +54.9% | -27.2% | +82.0% | +64.4% |
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 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