+184.3%
FTI vs RBA
+209.3%
-25.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -6.3% | +9.0% | -15.2% | -9.3% |
| 3M | -13.1% | +7.2% | -20.3% | -15.7% |
| 6M | -8.0% | -7.8% | -0.2% | -7.0% |
| YTD | +47.1% | -6.4% | +53.4% | +46.6% |
| 1Y | +50.7% | -4.2% | +54.9% | +48.8% |
| 3Y | +209.0% | +64.1% | +144.9% | +148.6% |
| 5Y | +847.0% | +48.4% | +798.6% | +662.7% |
| 10Y | +184.3% | +209.9% | -25.6% | +39.3% |
| All | +184.3% | +209.3% | -25.0% | +39.3% |
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 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