+39.7%
EXC vs RBA
+47.4%
-7.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +8.3% | +9.0% | -0.7% | +7.1% |
| 3M | +2.6% | +7.2% | -4.5% | +1.7% |
| 6M | +5.2% | -7.8% | +12.9% | +5.7% |
| YTD | +7.5% | -6.4% | +13.9% | +7.2% |
| 1Y | +3.2% | -4.2% | +7.3% | +2.4% |
| 3Y | +29.5% | +64.1% | -34.5% | +15.2% |
| 5Y | +39.7% | +48.4% | -8.7% | +27.6% |
| All | +39.7% | +47.4% | -7.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling