+52.4%
FND vs RBA
+243.2%
-190.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.7% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | +9.2% | +6.8% | +2.3% | +6.0% |
| 3M | -17.7% | +9.5% | -27.1% | -21.2% |
| 6M | +2.5% | -8.2% | +10.7% | +5.4% |
| YTD | -19.8% | -7.7% | -12.1% | -18.2% |
| 1Y | -22.7% | -6.9% | -15.8% | -21.5% |
| 3Y | -38.3% | +61.6% | -99.9% | -52.6% |
| 5Y | -63.0% | +44.7% | -107.7% | -71.2% |
| All | +52.4% | +243.2% | -190.9% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling