+3,078.0%
FN vs RBA
+595.3%
+2,482.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.0% | -6.6% |
| 7D | -7.0% | +12.7% | -19.6% | -10.7% |
| 30D | -24.7% | +15.5% | -40.3% | -28.6% |
| 3M | -35.7% | -14.0% | -21.6% | -33.3% |
| 6M | -52.4% | -8.8% | -43.6% | -52.0% |
| YTD | -25.0% | -6.9% | -18.0% | -25.4% |
| 1Y | -25.7% | -3.0% | -22.7% | -27.1% |
| 3Y | +110.2% | +44.2% | +66.0% | +76.6% |
| 5Y | +192.3% | +50.6% | +141.8% | +134.5% |
| 10Y | +812.3% | +232.8% | +579.5% | +415.0% |
| All | +3,078.0% | +595.3% | +2,482.8% | +1,159.3% |
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 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