+424.2%
FERG vs RBA
+207.2%
+217.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +9.7% | +1.7% | +8.0% | +9.4% |
| 30D | +15.0% | +8.3% | +6.7% | +13.2% |
| 3M | +3.8% | +10.5% | -6.8% | +1.6% |
| 6M | +10.6% | -5.9% | +16.5% | +11.5% |
| YTD | +17.0% | -6.9% | +23.8% | +17.8% |
| 1Y | +7.1% | -4.9% | +11.9% | +7.5% |
| 3Y | +67.7% | +64.5% | +3.3% | +53.5% |
| 5Y | +76.4% | +46.1% | +30.3% | +61.4% |
| All | +424.2% | +207.2% | +217.1% | +364.2% |
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