-23.7%
FPS vs RMBS
-14.2%
-9.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.9% |
| 7D | +13.6% | +10.3% | +3.2% | +7.6% |
| 30D | -32.4% | -10.7% | -21.6% | -26.0% |
| 3M | -41.1% | -17.2% | -23.9% | -33.0% |
| 6M | -51.4% | -39.0% | -12.4% | -38.0% |
| All | -23.7% | -14.2% | -9.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling