+114.5%
FE vs RMBS
+557.5%
-443.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.2% | +3.5% | -3.6% | -0.4% |
| 30D | -1.2% | -8.6% | +7.4% | -0.6% |
| 3M | +1.7% | -40.3% | +42.0% | +5.1% |
| 6M | -7.5% | -1.0% | -6.5% | -9.7% |
| YTD | +6.3% | -4.6% | +10.9% | +3.5% |
| 1Y | +10.9% | +17.6% | -6.7% | +4.5% |
| 3Y | +46.9% | +58.6% | -11.7% | +26.9% |
| 5Y | +47.6% | +270.9% | -223.3% | +1.3% |
| 10Y | +114.5% | +569.1% | -454.6% | +16.4% |
| All | +114.5% | +557.5% | -443.1% | +16.4% |
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