+578.9%
RMBS vs FND
+56.5%
+522.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +1.8% | -5.8% | +7.5% | +3.8% |
| 30D | -13.9% | -20.2% | +6.3% | -7.2% |
| 3M | -39.8% | -12.0% | -27.8% | -37.9% |
| 6M | -6.0% | -18.5% | +12.5% | -0.9% |
| YTD | -5.4% | -22.3% | +16.9% | +0.9% |
| 1Y | -1.8% | -47.6% | +45.8% | +19.4% |
| 3Y | +53.7% | -49.8% | +103.4% | +84.4% |
| 5Y | +268.5% | -63.0% | +331.5% | +361.2% |
| All | +578.9% | +56.5% | +522.4% | +438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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