+102.0%
FTI vs RMBS
+16.3%
+85.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | +15.3% | -12.2% | +27.5% | +16.3% |
| 3M | +15.8% | -49.5% | +65.3% | +21.3% |
| 6M | +22.6% | -7.1% | +29.7% | +21.2% |
| YTD | +79.5% | -7.0% | +86.5% | +76.3% |
| 1Y | +102.0% | +13.3% | +88.7% | +103.1% |
| All | +102.0% | +16.3% | +85.7% | +103.1% |
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