+2,112.4%
FTI vs RMBS
+691.3%
+1,421.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -0.2% | +3.0% | -3.1% | -0.7% |
| 30D | +12.3% | -14.4% | +26.7% | +15.1% |
| 3M | +13.8% | -42.8% | +56.6% | +23.7% |
| 6M | +24.3% | -1.4% | +25.7% | +20.4% |
| YTD | +75.8% | -5.4% | +81.2% | +69.9% |
| 1Y | +99.6% | +18.6% | +81.1% | +82.6% |
| 3Y | +278.4% | +57.3% | +221.2% | +215.3% |
| 5Y | +1,168.7% | +265.7% | +903.0% | +795.8% |
| 10Y | +297.5% | +546.0% | -248.5% | +153.7% |
| All | +2,112.4% | +691.3% | +1,421.0% | +904.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling