+54.6%
FTI vs RMBS
-18.2%
+72.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.6% | -2.9% |
| 7D | -9.7% | -8.9% | -0.7% | -9.0% |
| 30D | -8.2% | -24.8% | +16.7% | -6.2% |
| 3M | -7.8% | -17.6% | +9.7% | -6.8% |
| 6M | -13.4% | -25.7% | +12.2% | -11.8% |
| YTD | +45.1% | -9.8% | +54.8% | +39.0% |
| 1Y | +54.6% | -17.4% | +72.0% | +48.8% |
| All | +54.6% | -18.2% | +72.8% | +48.8% |
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 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