+8.1%
FPS vs RBA
-28.2%
+36.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.4% |
| 7D | +3.1% | -2.9% | +6.1% | +3.7% |
| 30D | -18.6% | -12.3% | -6.3% | -16.1% |
| 3M | -51.5% | -20.5% | -30.9% | -49.5% |
| 6M | -8.5% | -18.5% | +10.0% | -5.3% |
| All | +8.1% | -28.2% | +36.3% | +13.7% |
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