+369.1%
RMBS vs FFIV
+7,518.9%
-7,149.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -0.3% | -1.0% | +0.6% | 0.0% |
| 30D | -12.2% | -5.1% | -7.1% | -10.7% |
| 3M | -49.5% | -4.5% | -45.1% | -48.6% |
| 6M | -7.1% | +36.5% | -43.6% | -16.5% |
| YTD | -7.0% | +53.0% | -60.0% | -19.5% |
| 1Y | +13.3% | +24.2% | -10.9% | +5.2% |
| 3Y | +49.2% | +137.2% | -88.0% | +13.3% |
| 5Y | +250.0% | +91.8% | +158.2% | +183.9% |
| 10Y | +495.1% | +215.2% | +280.0% | +303.7% |
| All | +369.1% | +7,518.9% | -7,149.8% | -21.1% |
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