+417.8%
FITB vs RMBS
+1,284.9%
-867.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | +2.8% | +10.3% | -7.6% | +1.3% |
| 30D | +9.8% | -10.7% | +20.5% | +11.0% |
| 3M | -5.2% | -17.2% | +12.1% | -3.5% |
| 6M | +17.3% | -39.0% | +56.3% | +22.9% |
| YTD | +19.3% | -10.5% | +29.8% | +15.9% |
| 1Y | +32.7% | -11.0% | +43.7% | +28.7% |
| 3Y | +141.6% | +31.3% | +110.3% | +112.6% |
| 5Y | +48.9% | +242.8% | -193.9% | +12.3% |
| 10Y | +216.5% | +536.9% | -320.4% | +118.6% |
| All | +417.8% | +1,284.9% | -867.2% | +136.3% |
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