+215.9%
FITB vs RBA
+209.3%
+6.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +7.0% | +9.0% | -1.9% | +3.2% |
| 3M | -4.8% | +7.2% | -11.9% | -7.8% |
| 6M | +13.5% | -7.8% | +21.3% | +15.6% |
| YTD | +19.1% | -6.4% | +25.4% | +19.8% |
| 1Y | +30.8% | -4.2% | +34.9% | +30.3% |
| 3Y | +141.6% | +64.1% | +77.6% | +89.0% |
| 5Y | +48.3% | +48.4% | -0.1% | +17.0% |
| 10Y | +215.9% | +209.9% | +6.0% | +47.9% |
| All | +215.9% | +209.3% | +6.6% | +47.9% |
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