+5.3%
FE vs RBA
-3.3%
+8.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -1.0% | +4.3% | -5.3% | -1.2% |
| 30D | +4.1% | +16.3% | -12.2% | +3.7% |
| 3M | -1.0% | +1.3% | -2.3% | -1.2% |
| 6M | +4.0% | -11.1% | +15.1% | +4.3% |
| YTD | +6.8% | -8.5% | +15.3% | +7.0% |
| 1Y | +5.3% | -2.1% | +7.4% | +5.7% |
| All | +5.3% | -3.3% | +8.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling