+13.3%
RMBS vs FGI
+81.8%
-68.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +1.1% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | -12.2% | +65.4% | -77.6% | -15.1% |
| 3M | -49.5% | +23.5% | -73.0% | -50.7% |
| 6M | -7.1% | +60.5% | -67.7% | -10.8% |
| YTD | -7.0% | +30.0% | -37.0% | -10.2% |
| 1Y | +13.3% | +82.1% | -68.7% | +9.9% |
| All | +13.3% | +81.8% | -68.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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