+8,833.2%
FICO vs RMBS
+1,339.3%
+7,493.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.8% |
| 7D | -19.2% | -0.3% | -18.8% | -19.2% |
| 30D | -14.6% | -12.2% | -2.4% | -13.5% |
| 3M | -20.1% | -49.5% | +29.4% | -14.7% |
| 6M | -36.3% | -7.1% | -29.2% | -37.8% |
| YTD | -44.9% | -7.0% | -37.9% | -46.4% |
| 1Y | -38.6% | +13.3% | -52.0% | -42.4% |
| 3Y | +4.0% | +49.2% | -45.3% | -8.2% |
| 5Y | +99.5% | +250.0% | -150.4% | +58.1% |
| 10Y | +604.7% | +495.1% | +109.5% | +423.9% |
| All | +8,833.2% | +1,339.3% | +7,493.9% | +5,102.4% |
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