+906.3%
XBI vs RMBS
+216.1%
+690.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -4.6% | +1.8% | -6.4% | -5.0% |
| 30D | -2.0% | -13.9% | +11.9% | +0.6% |
| 3M | +17.8% | -39.8% | +57.6% | +27.8% |
| 6M | +23.7% | -6.0% | +29.7% | +20.7% |
| YTD | +28.2% | -5.4% | +33.6% | +23.5% |
| 1Y | +64.0% | -1.8% | +65.8% | +54.8% |
| 3Y | +99.4% | +53.7% | +45.7% | +63.7% |
| 5Y | +19.3% | +268.5% | -249.2% | -18.5% |
| 10Y | +158.7% | +563.9% | -405.2% | +56.6% |
| All | +906.3% | +216.1% | +690.1% | +412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 all: compounded portfolio wealth divided by compounded RMBS 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…
all analysis · Full analysis span regression · 6 months rolling