+283.9%
FITB vs RBA
+182.6%
+101.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | +2.8% | -1.1% | +3.9% | +3.3% |
| 30D | -4.5% | -13.2% | +8.7% | +0.9% |
| 3M | +5.7% | -21.4% | +27.0% | +15.0% |
| 6M | +17.1% | -20.9% | +38.0% | +27.0% |
| YTD | +18.3% | -19.9% | +38.2% | +27.1% |
| 1Y | +23.9% | -28.7% | +52.6% | +39.6% |
| 3Y | +131.1% | +27.4% | +103.7% | +100.2% |
| 5Y | +71.1% | +41.7% | +29.3% | +35.5% |
| 10Y | +283.9% | +189.6% | +94.3% | +86.9% |
| All | +283.9% | +182.6% | +101.3% | +86.9% |
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