+257.1%
RMBS vs FGI
-69.8%
+326.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | +3.0% | +5.2% | -2.2% | +2.8% |
| 30D | -14.4% | +65.2% | -79.6% | -17.1% |
| 3M | -42.8% | +30.2% | -73.0% | -44.3% |
| 6M | -1.4% | +87.8% | -89.2% | -5.7% |
| YTD | -5.4% | +32.5% | -37.9% | -8.8% |
| 1Y | +18.6% | +93.6% | -75.0% | +11.6% |
| 3Y | +57.3% | -2.6% | +59.8% | +51.1% |
| All | +257.1% | -69.8% | +326.9% | +264.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling