+104.2%
FE vs RBA
+224.6%
-120.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | 0.0% | +4.3% | -4.3% | -0.7% |
| 30D | +5.2% | +16.3% | -11.1% | +2.8% |
| 3M | 0.0% | +1.3% | -1.3% | -0.4% |
| 6M | +5.0% | -11.1% | +16.1% | +6.4% |
| YTD | +7.9% | -8.5% | +16.4% | +8.3% |
| 1Y | +6.3% | -2.1% | +8.5% | +5.5% |
| 3Y | +46.0% | +44.6% | +1.5% | +34.3% |
| 5Y | +45.6% | +36.8% | +8.8% | +33.5% |
| All | +104.2% | +224.6% | -120.4% | +57.3% |
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