+603.4%
RMBS vs FTV
+127.6%
+475.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.3% | +3.9% | +6.4% | +7.5% |
| 30D | -10.7% | +18.7% | -29.4% | -20.7% |
| 3M | -17.2% | +10.0% | -27.2% | -22.5% |
| 6M | -39.0% | +14.6% | -53.6% | -44.9% |
| YTD | -10.5% | +23.4% | -33.9% | -23.7% |
| 1Y | -11.0% | +31.3% | -42.3% | -27.5% |
| 3Y | +31.3% | +39.8% | -8.5% | +5.8% |
| 5Y | +242.8% | +17.7% | +225.1% | +202.4% |
| 10Y | +536.9% | +110.2% | +426.7% | +313.5% |
| All | +603.4% | +127.6% | +475.9% | +344.8% |
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