+266.8%
RMBS vs ET
+241.8%
+25.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +1.8% | +0.2% | +1.5% | +1.6% |
| 30D | -13.9% | +2.9% | -16.8% | -15.3% |
| 3M | -39.8% | +16.8% | -56.6% | -45.2% |
| 6M | -6.0% | +18.9% | -24.9% | -16.2% |
| YTD | -5.4% | +37.7% | -43.1% | -23.1% |
| 1Y | -1.8% | +32.4% | -34.3% | -18.2% |
| 3Y | +53.7% | +99.5% | -45.8% | +8.4% |
| All | +266.8% | +241.8% | +25.1% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling