+575.3%
FAST vs RBA
+224.6%
+350.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +2.1% | +4.3% | -2.2% | +0.8% |
| 30D | +6.9% | +16.3% | -9.4% | +2.1% |
| 3M | +4.8% | +1.3% | +3.5% | +4.1% |
| 6M | +19.8% | -11.1% | +30.8% | +22.7% |
| YTD | +34.9% | -8.5% | +43.4% | +36.5% |
| 1Y | +32.8% | -2.1% | +34.9% | +31.6% |
| 3Y | +93.7% | +44.6% | +49.2% | +68.9% |
| 5Y | +105.3% | +36.8% | +68.5% | +78.0% |
| All | +575.3% | +224.6% | +350.7% | +323.7% |
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