-17.9%
FN vs RMBS
-22.1%
+4.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.7% | +0.2% | +2.3% |
| 7D | +8.0% | +3.0% | +5.0% | +6.5% |
| 30D | -19.1% | -15.5% | -3.6% | -9.9% |
| 3M | -29.8% | -11.5% | -18.4% | -23.6% |
| 6M | -43.2% | -36.5% | -6.6% | -26.9% |
| YTD | -18.9% | -7.1% | -11.8% | -26.1% |
| 1Y | -17.9% | -18.7% | +0.8% | -15.1% |
| All | -17.9% | -22.1% | +4.2% | -15.1% |
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