-17.4%
RMBS vs FFIV
+33.5%
-50.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.7% |
| 7D | -8.9% | -9.8% | +0.9% | -3.5% |
| 30D | -24.8% | -28.1% | +3.3% | -11.4% |
| 3M | -17.6% | -20.0% | +2.5% | -10.2% |
| 6M | -25.7% | -0.1% | -25.6% | -28.0% |
| YTD | -9.8% | +29.2% | -39.0% | -25.8% |
| 1Y | -17.4% | +36.6% | -54.0% | -34.0% |
| All | -17.4% | +33.5% | -50.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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