-80.9%
FIG vs RMBS
+18.4%
-99.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.2% |
| 7D | -14.5% | +3.5% | -17.9% | -14.4% |
| 30D | -13.3% | -8.6% | -4.7% | -13.5% |
| 3M | +7.4% | -40.3% | +47.7% | +8.8% |
| 6M | -27.8% | -1.0% | -26.8% | -36.1% |
| YTD | -41.1% | -4.6% | -36.5% | -48.3% |
| 1Y | -58.7% | +17.6% | -76.3% | -65.9% |
| All | -80.9% | +18.4% | -99.4% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling