+459.8%
FE vs RBA
+4,058.7%
-3,598.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +0.6% | +7.3% | -6.8% | -0.5% |
| 30D | +6.4% | +16.9% | -10.5% | +3.8% |
| 3M | -0.5% | -0.5% | 0.0% | -0.6% |
| 6M | +4.7% | -10.4% | +15.2% | +6.0% |
| YTD | +8.4% | -7.2% | +15.6% | +8.6% |
| 1Y | +7.2% | -2.2% | +9.5% | +6.5% |
| 3Y | +44.9% | +43.7% | +1.2% | +34.0% |
| 5Y | +46.3% | +38.7% | +7.6% | +34.1% |
| 10Y | +110.3% | +231.7% | -121.5% | +62.5% |
| All | +459.8% | +4,058.7% | -3,598.9% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling