+31.6%
FAST vs RMBS
-18.2%
+49.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.0% |
| 7D | +3.4% | -8.9% | +12.4% | +3.9% |
| 30D | +5.5% | -24.8% | +30.3% | +7.0% |
| 3M | +7.6% | -17.6% | +25.1% | +8.4% |
| 6M | +19.8% | -25.7% | +45.5% | +20.8% |
| YTD | +35.5% | -9.8% | +45.2% | +30.3% |
| 1Y | +31.6% | -17.4% | +49.0% | +26.7% |
| All | +31.6% | -18.2% | +49.8% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling