+352.7%
FERG vs RBA
+189.2%
+163.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +0.9% | -1.9% | +2.8% | +1.3% |
| 30D | -15.1% | -13.0% | -2.1% | -12.7% |
| 3M | -4.8% | -23.1% | +18.3% | 0.0% |
| 6M | -2.5% | -22.6% | +20.1% | +2.3% |
| YTD | +1.8% | -20.4% | +22.2% | +5.9% |
| 1Y | -0.3% | -29.6% | +29.3% | +6.1% |
| 3Y | +52.9% | +26.6% | +26.4% | +46.3% |
| 5Y | +69.3% | +38.2% | +31.1% | +57.7% |
| 10Y | +352.7% | +194.7% | +158.0% | +297.0% |
| All | +352.7% | +189.2% | +163.5% | +297.0% |
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