+81.0%
F vs RMBS
+571.2%
-490.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | -1.3% |
| 7D | -0.6% | -3.9% | +3.3% | -0.4% |
| 30D | +2.9% | -24.9% | +27.7% | +8.9% |
| 3M | -9.5% | -20.5% | +11.0% | -6.3% |
| 6M | +4.0% | -37.5% | +41.6% | +11.5% |
| YTD | -1.3% | -12.1% | +10.9% | -7.5% |
| 1Y | -1.9% | -25.0% | +23.1% | -4.6% |
| 3Y | +53.5% | +36.1% | +17.4% | +10.8% |
| 5Y | -15.1% | +236.1% | -251.3% | -61.2% |
| 10Y | +81.0% | +541.3% | -460.3% | -40.1% |
| All | +81.0% | +571.2% | -490.2% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling