-17.4%
RMBS vs FTV
+37.8%
-55.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.3% | -8.3% | -7.2% |
| 7D | -8.9% | +6.6% | -15.5% | -12.1% |
| 30D | -24.8% | +19.1% | -43.9% | -31.8% |
| 3M | -17.6% | +13.1% | -30.6% | -23.1% |
| 6M | -25.7% | +14.0% | -39.6% | -31.6% |
| YTD | -9.8% | +24.2% | -34.0% | -21.1% |
| 1Y | -17.4% | +36.4% | -53.7% | -28.0% |
| All | -17.4% | +37.8% | -55.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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