+1,669.1%
FISV vs RMBS
+1,376.2%
+292.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | -6.4% | +3.5% | -9.9% | -6.8% |
| 30D | -6.8% | -8.6% | +1.8% | -6.0% |
| 3M | -10.0% | -40.3% | +30.4% | -5.5% |
| 6M | -20.6% | -1.0% | -19.6% | -22.9% |
| YTD | -27.6% | -4.6% | -23.0% | -29.7% |
| 1Y | -64.3% | +17.6% | -81.9% | -66.9% |
| 3Y | -60.0% | +58.6% | -118.6% | -65.4% |
| 5Y | -57.7% | +270.9% | -328.6% | -67.5% |
| 10Y | -3.0% | +569.1% | -572.1% | -31.6% |
| All | +1,669.1% | +1,376.2% | +292.9% | +584.1% |
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