+13.7%
RMBS vs FFIV
+23.9%
-10.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -1.7% |
| 7D | +3.5% | +3.5% | 0.0% | +1.0% |
| 30D | -8.6% | -1.3% | -7.3% | -7.9% |
| 3M | -40.3% | +2.4% | -42.7% | -41.1% |
| 6M | -1.0% | +41.8% | -42.8% | -19.8% |
| YTD | -4.6% | +58.5% | -63.1% | -27.7% |
| All | +13.7% | +23.9% | -10.2% | +0.3% |
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