+765.6%
RMBS vs ESTC
+19.3%
+746.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -1.7% |
| 7D | +1.2% | -13.2% | +14.4% | +4.9% |
| 30D | -11.5% | +9.3% | -20.8% | -15.0% |
| 3M | -38.2% | +37.3% | -75.6% | -44.6% |
| 6M | -4.8% | +61.0% | -65.8% | -19.7% |
| YTD | -7.1% | +10.7% | -17.8% | -13.3% |
| 1Y | +10.7% | -7.2% | +17.9% | +8.0% |
| 3Y | +54.5% | +7.2% | +47.3% | +38.4% |
| 5Y | +261.7% | -47.7% | +309.4% | +259.7% |
| All | +765.6% | +19.3% | +746.4% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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