+295.8%
FTI vs RMBS
+566.4%
-270.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | -4.4% | +1.8% | -6.2% | -4.8% |
| 30D | +1.5% | -13.9% | +15.4% | +5.5% |
| 3M | +8.2% | -39.8% | +48.0% | +22.3% |
| 6M | +18.8% | -6.0% | +24.8% | +12.5% |
| YTD | +71.7% | -5.4% | +77.0% | +58.4% |
| 1Y | +90.0% | -1.8% | +91.9% | +68.2% |
| 3Y | +270.5% | +53.7% | +216.8% | +146.6% |
| 5Y | +1,084.5% | +268.5% | +816.0% | +367.0% |
| All | +295.8% | +566.4% | -270.6% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling