+102.2%
FE vs RBA
+224.6%
-122.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -1.0% | +4.3% | -5.3% | -1.6% |
| 30D | +4.1% | +16.3% | -12.2% | +1.8% |
| 3M | -1.0% | +1.3% | -2.3% | -1.4% |
| 6M | +4.0% | -11.1% | +15.1% | +5.3% |
| YTD | +6.8% | -8.5% | +15.3% | +7.2% |
| 1Y | +5.3% | -2.1% | +7.4% | +4.5% |
| 3Y | +44.6% | +44.6% | 0.0% | +33.0% |
| 5Y | +44.2% | +36.8% | +7.4% | +32.2% |
| All | +102.2% | +224.6% | -122.4% | +55.8% |
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