+533.3%
FAST vs RBA
+207.2%
+326.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.9% |
| 7D | +4.2% | +1.7% | +2.4% | +3.6% |
| 30D | +6.7% | +8.3% | -1.7% | +4.1% |
| 3M | +8.0% | +10.5% | -2.5% | +4.7% |
| 6M | +27.4% | -5.9% | +33.3% | +28.4% |
| YTD | +40.5% | -6.9% | +47.4% | +41.5% |
| 1Y | +38.4% | -4.9% | +43.2% | +38.4% |
| 3Y | +98.7% | +64.5% | +34.2% | +67.5% |
| 5Y | +106.7% | +46.1% | +60.6% | +76.0% |
| All | +533.3% | +207.2% | +326.2% | +306.7% |
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