+101.7%
FICO vs RMBS
+250.7%
-149.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.9% |
| 7D | -19.2% | -0.3% | -18.8% | -19.2% |
| 30D | -14.6% | -12.2% | -2.4% | -13.3% |
| 3M | -20.1% | -49.5% | +29.4% | -12.3% |
| 6M | -36.3% | -7.1% | -29.2% | -39.6% |
| YTD | -44.9% | -7.0% | -37.9% | -48.2% |
| 1Y | -38.6% | +13.3% | -52.0% | -46.4% |
| 3Y | +4.0% | +49.2% | -45.3% | -22.0% |
| All | +101.7% | +250.7% | -149.0% | +3.0% |
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 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