+531.6%
FICO vs RMBS
+571.2%
-39.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +0.9% |
| 7D | -0.1% | -3.9% | +3.8% | +0.3% |
| 30D | +8.4% | -24.9% | +33.3% | +14.3% |
| 3M | -30.5% | -20.5% | -10.0% | -28.5% |
| 6M | -35.7% | -37.5% | +1.8% | -32.4% |
| YTD | -57.2% | -12.1% | -45.1% | -61.5% |
| 1Y | -58.4% | -25.0% | -33.4% | -61.0% |
| 3Y | -24.8% | +36.1% | -60.9% | -50.2% |
| 5Y | +79.3% | +236.1% | -156.9% | -30.9% |
| 10Y | +531.6% | +541.3% | -9.7% | +49.6% |
| All | +531.6% | +571.2% | -39.5% | +49.6% |
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