+271.4%
RMBS vs XHB
+33.5%
+237.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +2.1% |
| 7D | +3.5% | -1.9% | +5.4% | +4.9% |
| 30D | -8.6% | -8.3% | -0.3% | -2.4% |
| 3M | -40.3% | -7.1% | -33.2% | -37.0% |
| 6M | -1.0% | -5.3% | +4.3% | +3.4% |
| YTD | -4.6% | -3.2% | -1.4% | -2.1% |
| 1Y | +17.6% | -13.9% | +31.4% | +31.9% |
| 3Y | +58.6% | +24.9% | +33.7% | +32.7% |
| All | +271.4% | +33.5% | +237.9% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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