+2,625.3%
FN vs RBA
+593.0%
+2,032.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.3% | -13.9% | -14.1% |
| 7D | -16.0% | +7.3% | -23.3% | -18.0% |
| 30D | -40.1% | +16.9% | -57.0% | -43.4% |
| 3M | -43.9% | -0.5% | -43.4% | -44.4% |
| 6M | -55.6% | -10.4% | -45.2% | -55.0% |
| YTD | -35.7% | -7.2% | -28.4% | -35.9% |
| 1Y | -39.8% | -2.2% | -37.6% | -41.1% |
| 3Y | +80.3% | +43.7% | +36.5% | +51.6% |
| 5Y | +143.3% | +38.7% | +104.6% | +101.3% |
| 10Y | +682.3% | +231.7% | +450.6% | +342.2% |
| All | +2,625.3% | +593.0% | +2,032.3% | +981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling