+538.9%
FICO vs RBA
+204.3%
+334.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | +1.4% | -0.5% | +2.0% | +1.7% |
| 30D | -0.8% | +6.8% | -7.6% | -3.8% |
| 3M | -31.3% | +9.5% | -40.8% | -34.2% |
| 6M | -33.9% | -8.2% | -25.7% | -32.3% |
| YTD | -57.6% | -7.7% | -49.8% | -56.9% |
| 1Y | -59.7% | -6.9% | -52.7% | -59.2% |
| 3Y | -28.0% | +61.6% | -89.7% | -43.8% |
| 5Y | +91.0% | +44.7% | +46.2% | +49.8% |
| All | +538.9% | +204.3% | +334.6% | +218.5% |
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