+5,571.0%
FLEX vs RMBS
+1,339.3%
+4,231.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.1% |
| 7D | -0.9% | -0.3% | -0.5% | -0.8% |
| 30D | -10.1% | -12.2% | +2.0% | -6.8% |
| 3M | -31.3% | -49.5% | +18.2% | -16.7% |
| 6M | +71.3% | -7.1% | +78.4% | +74.8% |
| YTD | +81.2% | -7.0% | +88.2% | +82.5% |
| 1Y | +98.5% | +13.3% | +85.2% | +87.3% |
| 3Y | +428.2% | +49.2% | +379.0% | +343.4% |
| 5Y | +657.3% | +250.0% | +407.3% | +397.3% |
| 10Y | +995.9% | +495.1% | +500.8% | +528.0% |
| All | +5,571.0% | +1,339.3% | +4,231.7% | +1,107.1% |
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 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