+173.5%
FN vs RMBS
+208.7%
-35.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.0% | +4.7% | +7.9% |
| 7D | 0.0% | -12.0% | +11.9% | +7.8% |
| 30D | -34.3% | -33.1% | -1.2% | -17.7% |
| 3M | -39.9% | -23.7% | -16.2% | -29.6% |
| 6M | -51.8% | -42.7% | -9.1% | -35.4% |
| YTD | -28.1% | -18.9% | -9.3% | -23.4% |
| 1Y | -29.1% | -30.0% | +0.9% | -18.1% |
| 3Y | +102.4% | +28.8% | +73.6% | +59.7% |
| All | +173.5% | +208.7% | -35.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling