-22.1%
FPS vs RBA
-17.7%
-4.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.4% | +13.6% | +15.9% |
| 7D | -8.0% | +2.5% | -10.5% | -8.1% |
| 30D | -43.5% | +11.6% | -55.1% | -43.8% |
| 3M | -41.6% | +1.5% | -43.1% | -40.7% |
| 6M | -44.0% | -6.6% | -37.4% | -43.0% |
| All | -22.1% | -17.7% | -4.4% | -19.0% |
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 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