+499.7%
FICO vs RMBS
+512.9%
-13.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -2.0% |
| 7D | -0.9% | -12.0% | +11.0% | +1.4% |
| 30D | +3.3% | -33.1% | +36.5% | +11.9% |
| 3M | -31.7% | -23.7% | -8.0% | -29.2% |
| 6M | -34.0% | -42.7% | +8.7% | -29.2% |
| YTD | -58.3% | -18.9% | -39.4% | -61.9% |
| 1Y | -57.9% | -30.0% | -27.9% | -60.0% |
| 3Y | -24.1% | +28.8% | -52.9% | -49.4% |
| 5Y | +85.3% | +210.5% | -125.2% | -27.2% |
| All | +499.7% | +512.9% | -13.3% | +44.0% |
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 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