+804.7%
FN vs RMBS
+579.1%
+225.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.7% | +0.2% | +2.8% |
| 7D | +8.0% | +3.0% | +5.0% | +7.0% |
| 30D | -19.1% | -15.5% | -3.6% | -10.6% |
| 3M | -29.8% | -11.5% | -18.4% | -24.2% |
| 6M | -43.2% | -36.5% | -6.6% | -28.0% |
| YTD | -18.9% | -7.1% | -11.8% | -19.5% |
| 1Y | -17.9% | -18.7% | +0.8% | -12.4% |
| 3Y | +120.1% | +36.2% | +84.0% | +68.0% |
| 5Y | +206.7% | +252.0% | -45.3% | +35.7% |
| 10Y | +804.7% | +561.2% | +243.5% | +151.7% |
| All | +804.7% | +579.1% | +225.6% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling