+643.3%
RMBS vs FTV
+89.3%
+553.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +2.2% |
| 7D | +3.0% | -0.4% | +3.3% | +3.2% |
| 30D | -14.4% | -8.3% | -6.1% | -9.1% |
| 3M | -42.8% | -7.4% | -35.4% | -40.3% |
| 6M | -1.4% | -1.2% | -0.2% | -1.5% |
| YTD | -5.4% | +2.7% | -8.1% | -8.5% |
| 1Y | +18.6% | +18.4% | +0.1% | +4.1% |
| 3Y | +57.3% | -2.0% | +59.3% | +60.0% |
| 5Y | +265.7% | +3.4% | +262.3% | +255.3% |
| 10Y | +546.0% | +78.5% | +467.5% | +375.0% |
| All | +643.3% | +89.3% | +553.9% | +434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling