+110.7%
FE vs RBA
+236.6%
-125.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.5% |
| 30D | +4.6% | +11.6% | -6.9% | +2.9% |
| 3M | -0.8% | +1.5% | -2.3% | -1.2% |
| 6M | +7.3% | -6.6% | +13.9% | +7.9% |
| YTD | +8.3% | -6.3% | +14.6% | +8.4% |
| 1Y | +5.7% | -4.0% | +9.6% | +5.2% |
| 3Y | +49.0% | +47.3% | +1.8% | +36.7% |
| 5Y | +49.2% | +47.7% | +1.5% | +34.9% |
| 10Y | +110.7% | +224.7% | -114.0% | +59.7% |
| All | +110.7% | +236.6% | -125.9% | +59.7% |
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