+265.7%
RMBS vs ESTC
-47.2%
+312.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.6% |
| 7D | +3.0% | -4.3% | +7.2% | +3.9% |
| 30D | -14.4% | +17.7% | -32.1% | -19.3% |
| 3M | -42.8% | +42.3% | -85.1% | -49.1% |
| 6M | -1.4% | +64.6% | -66.0% | -17.0% |
| YTD | -5.4% | +17.2% | -22.6% | -12.6% |
| 1Y | +18.6% | -4.2% | +22.8% | +15.5% |
| 3Y | +57.3% | +13.5% | +43.7% | +40.1% |
| 5Y | +265.7% | -45.5% | +311.2% | +226.3% |
| All | +265.7% | -47.2% | +312.9% | +226.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling