+755.5%
FN vs RBA
+204.3%
+551.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | +20.8% | -0.5% | +21.3% | +21.0% |
| 30D | -17.3% | +6.8% | -24.1% | -19.0% |
| 3M | -38.1% | +9.5% | -47.6% | -40.2% |
| 6M | -44.2% | -8.2% | -36.0% | -43.9% |
| YTD | -22.3% | -7.7% | -14.5% | -22.3% |
| 1Y | -20.9% | -6.9% | -14.0% | -21.1% |
| 3Y | +111.1% | +61.6% | +49.4% | +74.5% |
| 5Y | +191.8% | +44.7% | +147.1% | +142.8% |
| All | +755.5% | +204.3% | +551.2% | +413.1% |
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