+531.8%
FAST vs RBA
+225.5%
+306.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.8% | +3.2% | +1.6% | +3.9% |
| 30D | +8.6% | +12.0% | -3.4% | +5.0% |
| 3M | +5.7% | +2.9% | +2.8% | +4.5% |
| 6M | +25.5% | -6.3% | +31.7% | +26.6% |
| YTD | +39.6% | -5.9% | +45.5% | +40.2% |
| 1Y | +35.5% | -3.9% | +39.4% | +35.1% |
| 3Y | +96.2% | +64.9% | +31.3% | +65.3% |
| 5Y | +110.2% | +48.5% | +61.7% | +78.1% |
| 10Y | +531.8% | +211.8% | +320.0% | +304.5% |
| All | +531.8% | +225.5% | +306.4% | +304.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling