-22.6%
FPS vs RBA
-18.2%
-4.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.1% | -19.4% | -17.3% |
| 7D | -23.3% | +12.7% | -36.0% | -24.0% |
| 30D | -42.4% | +15.5% | -58.0% | -43.2% |
| 3M | -43.0% | -14.0% | -29.0% | -40.1% |
| 6M | -44.5% | -8.8% | -35.7% | -43.0% |
| All | -22.6% | -18.2% | -4.4% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling