-75.0%
FRSH vs RBA
+48.2%
-123.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.3% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | +2.1% | -2.9% | +5.0% | +3.2% |
| 3M | +29.0% | -20.9% | +49.9% | +40.5% |
| 6M | +48.6% | -17.7% | +66.3% | +58.8% |
| YTD | -2.9% | -18.2% | +15.2% | +4.3% |
| 1Y | -7.9% | -29.1% | +21.2% | +4.3% |
| 3Y | -46.5% | +29.5% | -76.1% | -52.5% |
| All | -75.0% | +48.2% | -123.1% | -80.2% |
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