-64.9%
FIS vs RMBS
+266.6%
-331.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.0% |
| 7D | -3.5% | +3.0% | -6.4% | -3.7% |
| 30D | -7.8% | -14.4% | +6.6% | -6.9% |
| 3M | +0.8% | -42.8% | +43.7% | +4.9% |
| 6M | -21.9% | -1.4% | -20.5% | -25.0% |
| YTD | -39.5% | -5.4% | -34.1% | -41.9% |
| 1Y | -41.0% | +18.6% | -59.6% | -45.9% |
| 3Y | -23.6% | +57.3% | -80.9% | -36.3% |
| All | -64.9% | +266.6% | -331.5% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling