+49.5%
FND vs RBA
+198.1%
-148.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.7% |
| 7D | +0.4% | -1.1% | +1.4% | +0.9% |
| 30D | -23.6% | -13.2% | -10.3% | -18.5% |
| 3M | +4.3% | -21.4% | +25.7% | +15.5% |
| 6M | -20.3% | -20.9% | +0.6% | -12.1% |
| YTD | -21.3% | -19.9% | -1.4% | -14.3% |
| 1Y | -45.4% | -28.7% | -16.7% | -37.1% |
| 3Y | -48.9% | +27.4% | -76.3% | -56.3% |
| 5Y | -61.0% | +41.7% | -102.8% | -70.0% |
| All | +49.5% | +198.1% | -148.6% | -25.0% |
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 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