+206.5%
FITB vs RMBS
+534.0%
-327.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.9% |
| 7D | +2.8% | +10.3% | -7.6% | +0.1% |
| 30D | +9.8% | -10.7% | +20.5% | +11.8% |
| 3M | -5.2% | -17.2% | +12.1% | -2.3% |
| 6M | +17.3% | -39.0% | +56.3% | +27.1% |
| YTD | +19.3% | -10.5% | +29.8% | +9.6% |
| 1Y | +32.7% | -11.0% | +43.7% | +21.4% |
| 3Y | +141.6% | +31.3% | +110.3% | +70.7% |
| 5Y | +48.9% | +242.8% | -193.9% | -40.0% |
| All | +206.5% | +534.0% | -327.5% | -18.7% |
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