+6,774.2%
FICO vs RMBS
+1,331.1%
+5,443.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.4% | +21.9% | -20.5% | -0.9% |
| 30D | -0.8% | -13.4% | +12.7% | +0.3% |
| 3M | -31.3% | -15.9% | -15.4% | -30.7% |
| 6M | -33.9% | -34.8% | +0.8% | -32.5% |
| YTD | -57.6% | -7.5% | -50.0% | -59.1% |
| 1Y | -59.7% | -16.9% | -42.8% | -60.8% |
| 3Y | -28.0% | +35.5% | -63.6% | -36.2% |
| 5Y | +91.0% | +254.2% | -163.2% | +49.6% |
| 10Y | +529.4% | +558.2% | -28.7% | +359.3% |
| All | +6,774.2% | +1,331.1% | +5,443.1% | +3,866.1% |
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