+66.7%
FITB vs RMBS
+265.4%
-198.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.3% | +1.8% | -2.0% | -0.6% |
| 30D | -5.7% | -13.9% | +8.2% | -3.5% |
| 3M | +3.2% | -39.8% | +43.0% | +10.9% |
| 6M | +23.4% | -6.0% | +29.4% | +18.8% |
| YTD | +18.8% | -5.4% | +24.1% | +12.8% |
| 1Y | +25.0% | -1.8% | +26.8% | +15.8% |
| 3Y | +131.2% | +53.7% | +77.5% | +80.1% |
| All | +66.7% | +265.4% | -198.7% | -8.1% |
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 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