+507.7%
FAST vs RMBS
+543.2%
-35.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.3% | +3.0% | -1.7% | +0.7% |
| 30D | -4.7% | -14.4% | +9.7% | -2.2% |
| 3M | +7.9% | -42.8% | +50.8% | +18.3% |
| 6M | +7.4% | -1.4% | +8.8% | +2.6% |
| YTD | +25.1% | -5.4% | +30.5% | +18.7% |
| 1Y | +4.7% | +18.6% | -13.9% | -8.0% |
| 3Y | +94.7% | +57.3% | +37.4% | +45.1% |
| 5Y | +106.8% | +265.7% | -158.9% | +8.0% |
| 10Y | +507.7% | +546.0% | -38.3% | +134.5% |
| All | +507.7% | +543.2% | -35.5% | +134.5% |
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 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