+118.1%
FN vs RBA
+64.0%
+54.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +5.9% |
| 7D | +8.0% | +0.6% | +7.4% | +7.9% |
| 30D | -19.1% | +9.0% | -28.1% | -20.2% |
| 3M | -29.8% | +7.2% | -37.0% | -30.5% |
| 6M | -43.2% | -7.8% | -35.4% | -42.3% |
| YTD | -18.9% | -6.4% | -12.6% | -18.9% |
| 1Y | -17.9% | -4.2% | -13.7% | -18.4% |
| All | +118.1% | +64.0% | +54.1% | +97.5% |
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 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