-52.4%
FIS vs RMBS
+534.0%
-586.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.6% |
| 7D | +2.8% | +10.3% | -7.5% | +1.4% |
| 30D | -16.7% | -10.7% | -6.0% | -15.7% |
| 3M | -32.3% | -17.2% | -15.1% | -31.2% |
| 6M | -29.1% | -39.0% | +10.0% | -26.1% |
| YTD | -54.1% | -10.5% | -43.6% | -56.8% |
| 1Y | -53.7% | -11.0% | -42.7% | -56.5% |
| 3Y | -38.8% | +31.3% | -70.2% | -51.4% |
| 5Y | -71.1% | +242.8% | -313.9% | -84.0% |
| All | -52.4% | +534.0% | -586.4% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling