+183.3%
FDX vs RMBS
+551.8%
-368.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | -3.3% | +3.0% | -6.3% | -4.0% |
| 30D | -1.4% | -14.4% | +13.0% | +1.7% |
| 3M | -4.5% | -42.8% | +38.3% | +6.8% |
| 6M | +9.4% | -1.4% | +10.8% | +3.5% |
| YTD | +36.0% | -5.4% | +41.5% | +27.3% |
| 1Y | +75.5% | +18.6% | +56.9% | +49.8% |
| 3Y | +62.8% | +57.3% | +5.5% | +14.2% |
| 5Y | +64.4% | +265.7% | -201.3% | -24.5% |
| All | +183.3% | +551.8% | -368.6% | -12.4% |
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