+270.5%
FTI vs RMBS
+55.3%
+215.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -4.4% | +1.8% | -6.2% | -4.6% |
| 30D | +1.5% | -13.9% | +15.4% | +3.6% |
| 3M | +8.2% | -39.8% | +48.0% | +15.7% |
| 6M | +18.8% | -6.0% | +24.8% | +15.5% |
| YTD | +71.7% | -5.4% | +77.0% | +64.5% |
| 1Y | +90.0% | -1.8% | +91.9% | +77.9% |
| 3Y | +270.5% | +53.7% | +216.8% | +209.2% |
| All | +270.5% | +55.3% | +215.2% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling