+569.1%
RMBS vs FFIV
+239.4%
+329.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -1.6% |
| 7D | +3.5% | +3.5% | 0.0% | +1.2% |
| 30D | -8.6% | -1.3% | -7.3% | -8.0% |
| 3M | -40.3% | +2.4% | -42.7% | -41.2% |
| 6M | -1.0% | +41.8% | -42.8% | -20.9% |
| YTD | -4.6% | +58.5% | -63.1% | -29.1% |
| 1Y | +17.6% | +24.3% | -6.8% | +1.4% |
| 3Y | +58.6% | +152.0% | -93.4% | -8.2% |
| 5Y | +270.9% | +99.1% | +171.8% | +139.0% |
| 10Y | +569.1% | +242.8% | +326.3% | +250.7% |
| All | +569.1% | +239.4% | +329.7% | +250.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling