+178.8%
FDX vs RMBS
+557.5%
-378.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.8% |
| 7D | -2.3% | +3.5% | -5.8% | -3.1% |
| 30D | -4.9% | -8.6% | +3.7% | -3.2% |
| 3M | -6.5% | -40.3% | +33.9% | +3.6% |
| 6M | +6.7% | -1.0% | +7.6% | +0.8% |
| YTD | +33.9% | -4.6% | +38.5% | +25.1% |
| 1Y | +72.2% | +17.6% | +54.6% | +47.4% |
| 3Y | +60.2% | +58.6% | +1.6% | +12.2% |
| 5Y | +62.9% | +270.9% | -208.0% | -25.5% |
| 10Y | +178.8% | +569.1% | -390.3% | -14.0% |
| All | +178.8% | +557.5% | -378.7% | -14.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling