+3,689.8%
FN vs RMBS
+369.3%
+3,320.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.6% |
| 7D | -1.7% | -0.3% | -1.3% | -1.5% |
| 30D | -22.0% | -12.2% | -9.8% | -17.3% |
| 3M | -43.0% | -49.5% | +6.5% | -25.3% |
| 6M | -27.7% | -7.1% | -20.6% | -26.1% |
| YTD | -10.5% | -7.0% | -3.5% | -9.8% |
| 1Y | +12.5% | +13.3% | -0.9% | +3.9% |
| 3Y | +153.8% | +49.2% | +104.6% | +108.7% |
| 5Y | +288.0% | +250.0% | +38.0% | +138.9% |
| 10Y | +906.4% | +495.1% | +411.3% | +413.5% |
| All | +3,689.8% | +369.3% | +3,320.5% | +1,606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling