+1,348.4%
FERG vs RBA
+414.5%
+933.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -10.2% | -12.3% | +2.1% | -8.7% |
| 3M | -0.6% | -20.5% | +19.9% | +2.2% |
| 6M | -6.5% | -18.5% | +12.0% | -4.2% |
| YTD | +4.2% | -18.2% | +22.4% | +6.6% |
| 1Y | -2.3% | -27.5% | +25.2% | +1.4% |
| 3Y | +48.5% | +38.1% | +10.4% | +43.6% |
| 5Y | +72.0% | +44.8% | +27.2% | +64.6% |
| 10Y | +369.9% | +187.1% | +182.8% | +335.7% |
| All | +1,348.4% | +414.5% | +933.9% | +1,300.0% |
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 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