-21.7%
FN vs RMBS
-27.4%
+5.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.3% | +3.5% | +6.6% |
| 7D | +16.3% | -3.9% | +20.2% | +20.1% |
| 30D | -24.7% | -24.9% | +0.1% | -9.9% |
| 3M | -34.9% | -20.5% | -14.5% | -24.5% |
| 6M | -41.1% | -37.5% | -3.6% | -23.0% |
| YTD | -19.6% | -12.1% | -7.5% | -24.1% |
| All | -21.7% | -27.4% | +5.7% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling