+141.6%
FITB vs RMBS
+32.1%
+109.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.5% |
| 7D | +2.8% | +10.3% | -7.6% | +1.4% |
| 30D | +9.8% | -10.7% | +20.5% | +10.9% |
| 3M | -5.2% | -17.2% | +12.1% | -3.6% |
| 6M | +17.3% | -39.0% | +56.3% | +22.4% |
| YTD | +19.3% | -10.5% | +29.8% | +13.6% |
| 1Y | +32.7% | -11.0% | +43.7% | +26.2% |
| 3Y | +141.6% | +31.3% | +110.3% | +95.7% |
| All | +141.6% | +32.1% | +109.5% | +95.7% |
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 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