+84.4%
FICO vs RMBS
+240.2%
-155.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | +2.2% | +10.3% | -8.1% | +1.0% |
| 30D | +0.1% | -10.7% | +10.8% | +0.9% |
| 3M | -35.2% | -17.2% | -17.9% | -34.4% |
| 6M | -32.4% | -39.0% | +6.7% | -29.7% |
| YTD | -57.4% | -10.5% | -46.9% | -60.3% |
| 1Y | -58.5% | -11.0% | -47.6% | -61.5% |
| 3Y | -28.9% | +31.3% | -60.2% | -45.1% |
| All | +84.4% | +240.2% | -155.9% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling