+175.6%
FN vs RMBS
+240.2%
-64.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.1% | -5.5% |
| 7D | +0.3% | +10.3% | -10.1% | -4.7% |
| 30D | -16.5% | -10.7% | -5.8% | -10.3% |
| 3M | -42.1% | -17.2% | -24.9% | -35.1% |
| 6M | -52.9% | -39.0% | -13.9% | -38.9% |
| YTD | -28.0% | -10.5% | -17.4% | -26.9% |
| 1Y | -18.5% | -11.0% | -7.5% | -16.9% |
| 3Y | +93.9% | +31.3% | +62.5% | +50.4% |
| All | +175.6% | +240.2% | -64.6% | +29.7% |
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 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