+558.9%
RMBS vs ET
+177.0%
+381.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +1.8% | +0.2% | +1.5% | +1.7% |
| 30D | -13.9% | +2.9% | -16.8% | -14.8% |
| 3M | -39.8% | +16.8% | -56.6% | -43.4% |
| 6M | -6.0% | +18.9% | -24.9% | -12.6% |
| YTD | -5.4% | +37.7% | -43.1% | -16.7% |
| 1Y | -1.8% | +32.4% | -34.3% | -12.3% |
| 3Y | +53.7% | +99.5% | -45.8% | +21.5% |
| 5Y | +268.5% | +244.0% | +24.6% | +144.5% |
| All | +558.9% | +177.0% | +381.9% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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