+265.7%
RMBS vs FFIV
+92.2%
+173.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +3.0% | -1.5% | +4.5% | +4.1% |
| 30D | -14.4% | -2.7% | -11.8% | -12.9% |
| 3M | -42.8% | -1.7% | -41.2% | -42.2% |
| 6M | -1.4% | +36.1% | -37.5% | -22.3% |
| YTD | -5.4% | +52.6% | -58.1% | -31.9% |
| 1Y | +18.6% | +21.5% | -2.9% | +1.1% |
| 3Y | +57.3% | +142.7% | -85.4% | -16.1% |
| 5Y | +265.7% | +92.6% | +173.1% | +121.6% |
| All | +265.7% | +92.2% | +173.5% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling