+60.5%
FND vs RBA
+250.1%
-189.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +6.8% | +3.2% | +3.6% | +5.4% |
| 30D | +13.1% | +12.0% | +1.0% | +7.3% |
| 3M | -13.1% | +2.9% | -16.0% | -14.5% |
| 6M | -0.6% | -6.3% | +5.7% | +1.3% |
| YTD | -15.5% | -5.9% | -9.6% | -14.7% |
| 1Y | -13.7% | -3.9% | -9.8% | -13.7% |
| 3Y | -35.0% | +64.9% | -99.9% | -50.5% |
| 5Y | -60.1% | +48.5% | -108.5% | -69.3% |
| All | +60.5% | +250.1% | -189.6% | -25.3% |
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