+1,107.3%
FTI vs RMBS
+267.8%
+839.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -2.3% | +3.5% | -5.8% | -2.9% |
| 30D | +5.0% | -8.6% | +13.6% | +6.6% |
| 3M | +13.8% | -40.3% | +54.2% | +23.4% |
| 6M | +22.9% | -1.0% | +23.9% | +17.6% |
| YTD | +75.0% | -4.6% | +79.6% | +66.3% |
| 1Y | +96.9% | +17.6% | +79.3% | +74.5% |
| 3Y | +276.7% | +58.6% | +218.1% | +190.5% |
| All | +1,107.3% | +267.8% | +839.5% | +620.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling