+35.7%
RMBS vs FGI
+12.3%
+23.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -0.6% |
| 7D | +21.9% | +13.5% | +8.4% | +21.6% |
| 30D | -13.4% | +17.1% | -30.6% | -13.7% |
| 3M | -15.9% | +78.0% | -93.9% | -18.1% |
| 6M | -34.8% | +46.4% | -81.2% | -36.3% |
| YTD | -7.5% | +47.7% | -55.3% | -10.1% |
| 1Y | -16.9% | +56.8% | -73.7% | -19.0% |
| All | +35.7% | +12.3% | +23.4% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling