+351.3%
RMBS vs FFIV
+5,932.0%
-5,580.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.3% |
| 7D | +10.3% | -0.5% | +10.9% | +10.6% |
| 30D | -10.7% | -32.4% | +21.7% | +1.5% |
| 3M | -17.2% | -25.7% | +8.5% | -8.8% |
| 6M | -39.0% | -13.5% | -25.5% | -36.0% |
| YTD | -10.5% | +21.1% | -31.6% | -16.4% |
| 1Y | -11.0% | +29.4% | -40.4% | -18.8% |
| 3Y | +31.3% | +94.9% | -63.6% | +6.1% |
| 5Y | +242.8% | +34.7% | +208.0% | +212.2% |
| 10Y | +536.9% | +119.0% | +417.9% | +387.0% |
| All | +351.3% | +5,932.0% | -5,580.7% | -18.1% |
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