+49.4%
FE vs RMBS
+53.3%
-4.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +1.9% | -0.3% | +2.3% | +1.9% |
| 30D | -1.2% | -12.2% | +11.0% | -1.3% |
| 3M | +3.5% | -49.5% | +53.0% | +2.8% |
| 6M | -6.1% | -7.1% | +1.1% | -6.4% |
| YTD | +7.6% | -7.0% | +14.6% | +7.4% |
| 1Y | +11.9% | +13.3% | -1.4% | +11.9% |
| All | +49.4% | +53.3% | -4.0% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling