+558.9%
RMBS vs FTV
+80.7%
+478.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +1.8% | -4.0% | +5.7% | +4.7% |
| 30D | -13.9% | -11.0% | -2.9% | -6.5% |
| 3M | -39.8% | -8.4% | -31.4% | -36.6% |
| 6M | -6.0% | -2.6% | -3.5% | -5.2% |
| YTD | -5.4% | -0.6% | -4.7% | -6.3% |
| 1Y | -1.8% | +11.0% | -12.8% | -10.1% |
| 3Y | +53.7% | -6.3% | +60.0% | +61.1% |
| 5Y | +268.5% | -1.5% | +270.1% | +269.5% |
| All | +558.9% | +80.7% | +478.1% | +385.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling