+1,348.4%
FERG vs RMBS
+269.0%
+1,079.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -10.2% | -12.2% | +2.0% | -9.3% |
| 3M | -0.6% | -49.5% | +49.0% | +4.7% |
| 6M | -6.5% | -7.1% | +0.6% | -7.2% |
| YTD | +4.2% | -7.0% | +11.2% | +3.0% |
| 1Y | -2.3% | +13.3% | -15.6% | -5.2% |
| 3Y | +48.5% | +49.2% | -0.8% | +38.8% |
| 5Y | +72.0% | +250.0% | -177.9% | +55.2% |
| 10Y | +369.9% | +495.1% | -125.2% | +322.2% |
| All | +1,348.4% | +269.0% | +1,079.4% | +1,182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling