+181.9%
FANG vs RMBS
+566.4%
-384.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | +2.9% | +1.8% | +1.1% | +2.5% |
| 30D | +2.6% | -13.9% | +16.5% | +5.8% |
| 3M | +7.6% | -39.8% | +47.4% | +18.6% |
| 6M | +17.3% | -6.0% | +23.3% | +10.8% |
| YTD | +38.7% | -5.4% | +44.0% | +27.7% |
| 1Y | +51.6% | -1.8% | +53.5% | +34.5% |
| 3Y | +50.0% | +53.7% | -3.7% | +2.3% |
| 5Y | +237.6% | +268.5% | -31.0% | +39.7% |
| All | +181.9% | +566.4% | -384.5% | -11.7% |
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