+368.5%
RMBS vs FFIV
+6,144.1%
-5,775.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | +3.0% | -2.9% | +5.9% | +4.4% |
| 30D | -15.5% | -32.4% | +16.9% | -3.9% |
| 3M | -11.5% | -22.7% | +11.2% | -3.7% |
| 6M | -36.5% | -10.7% | -25.9% | -34.1% |
| YTD | -7.1% | +25.4% | -32.5% | -14.3% |
| 1Y | -18.7% | +34.2% | -52.8% | -26.7% |
| 3Y | +36.2% | +101.2% | -65.0% | +8.8% |
| 5Y | +252.0% | +42.0% | +210.0% | +214.9% |
| 10Y | +561.2% | +126.7% | +434.5% | +399.5% |
| All | +368.5% | +6,144.1% | -5,775.6% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling