+225.6%
FANG vs RMBS
+265.4%
-39.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +2.9% | +1.8% | +1.1% | +2.7% |
| 30D | +2.6% | -13.9% | +16.5% | +4.3% |
| 3M | +7.6% | -39.8% | +47.4% | +13.3% |
| 6M | +17.3% | -6.0% | +23.3% | +13.7% |
| YTD | +38.7% | -5.4% | +44.0% | +32.5% |
| 1Y | +51.6% | -1.8% | +53.5% | +41.8% |
| 3Y | +50.0% | +53.7% | -3.7% | +20.8% |
| All | +225.6% | +265.4% | -39.8% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling