+47.5%
FITB vs RMBS
+240.2%
-192.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | +2.8% | +10.3% | -7.6% | +1.1% |
| 30D | +9.8% | -10.7% | +20.5% | +11.1% |
| 3M | -5.2% | -17.2% | +12.1% | -3.3% |
| 6M | +17.3% | -39.0% | +56.3% | +23.5% |
| YTD | +19.3% | -10.5% | +29.8% | +13.1% |
| 1Y | +32.7% | -11.0% | +43.7% | +25.6% |
| 3Y | +141.6% | +31.3% | +110.3% | +94.1% |
| All | +47.5% | +240.2% | -192.7% | -21.8% |
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