-51.7%
FIG vs RMBS
-18.2%
-33.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.0% | +11.2% | +4.6% |
| 7D | -4.7% | -8.9% | +4.3% | -5.5% |
| 30D | +0.5% | -24.8% | +25.4% | -2.2% |
| 3M | -18.4% | -17.6% | -0.8% | -19.5% |
| 6M | +10.9% | -25.7% | +36.5% | +6.7% |
| YTD | -40.8% | -9.8% | -31.0% | -46.4% |
| 1Y | -51.7% | -17.4% | -34.3% | -55.0% |
| All | -51.7% | -18.2% | -33.5% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling