+191.8%
FN vs RMBS
+249.7%
-57.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.9% |
| 7D | +20.8% | +21.9% | -1.2% | +8.9% |
| 30D | -17.3% | -13.4% | -3.8% | -9.7% |
| 3M | -38.1% | -15.9% | -22.2% | -31.4% |
| 6M | -44.2% | -34.8% | -9.5% | -30.2% |
| YTD | -22.3% | -7.5% | -14.8% | -22.7% |
| 1Y | -20.9% | -16.9% | -4.1% | -16.6% |
| 3Y | +111.1% | +35.5% | +75.5% | +60.8% |
| 5Y | +191.8% | +254.2% | -62.4% | +34.5% |
| All | +191.8% | +249.7% | -57.9% | +34.5% |
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