+123.4%
FE vs RBA
+207.2%
-83.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +1.2% | +1.7% | -0.5% | +1.0% |
| 30D | +4.5% | +8.3% | -3.8% | +3.2% |
| 3M | +1.3% | +10.5% | -9.2% | -0.3% |
| 6M | +8.7% | -5.9% | +14.5% | +9.1% |
| YTD | +9.2% | -6.9% | +16.1% | +9.4% |
| 1Y | +7.0% | -4.9% | +11.8% | +6.7% |
| 3Y | +51.4% | +64.5% | -13.1% | +36.0% |
| 5Y | +47.7% | +46.1% | +1.6% | +33.5% |
| All | +123.4% | +207.2% | -83.7% | +67.1% |
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