+289.3%
FN vs RBA
+45.3%
+244.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | -1.7% | -2.9% | +1.2% | -1.0% |
| 30D | -22.0% | -12.3% | -9.7% | -19.6% |
| 3M | -43.0% | -20.5% | -22.5% | -40.1% |
| 6M | -27.7% | -18.5% | -9.2% | -24.8% |
| YTD | -10.5% | -18.2% | +7.7% | -7.6% |
| 1Y | +12.5% | -27.5% | +40.0% | +20.5% |
| 3Y | +153.8% | +38.1% | +115.7% | +123.1% |
| All | +289.3% | +45.3% | +244.0% | +226.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling