+81.3%
FN vs RBA
+44.2%
+37.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.3% | -13.9% | -14.2% |
| 7D | -16.0% | +7.3% | -23.3% | -16.8% |
| 30D | -40.1% | +16.9% | -57.0% | -41.6% |
| 3M | -43.9% | -0.5% | -43.4% | -43.5% |
| 6M | -55.6% | -10.4% | -45.2% | -54.6% |
| YTD | -35.7% | -7.2% | -28.4% | -35.4% |
| 1Y | -39.8% | -2.2% | -37.6% | -40.6% |
| All | +81.3% | +44.2% | +37.1% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling