+2,625.3%
FN vs RMBS
+282.6%
+2,342.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -15.9% | +1.7% | -7.8% |
| 7D | -16.0% | -23.4% | +7.4% | -6.0% |
| 30D | -40.1% | -38.9% | -1.2% | -26.5% |
| 3M | -43.9% | -28.4% | -15.5% | -35.1% |
| 6M | -55.6% | -40.9% | -14.7% | -45.0% |
| YTD | -35.7% | -24.2% | -11.5% | -29.3% |
| 1Y | -39.8% | -35.8% | -4.0% | -29.4% |
| 3Y | +80.3% | +20.0% | +60.3% | +63.3% |
| 5Y | +143.3% | +190.3% | -47.0% | +62.4% |
| 10Y | +682.3% | +484.1% | +198.2% | +318.4% |
| All | +2,625.3% | +282.6% | +2,342.7% | +1,238.8% |
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