+310.7%
FTI vs RBA
+189.2%
+121.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | +5.0% | -13.0% | +18.0% | +9.9% |
| 3M | +13.8% | -23.1% | +37.0% | +23.1% |
| 6M | +22.9% | -22.6% | +45.5% | +32.3% |
| YTD | +75.0% | -20.4% | +95.4% | +85.2% |
| 1Y | +96.9% | -29.6% | +126.5% | +117.6% |
| 3Y | +276.7% | +26.6% | +250.2% | +231.4% |
| 5Y | +1,157.0% | +38.2% | +1,118.8% | +925.9% |
| 10Y | +310.7% | +194.7% | +115.9% | +106.7% |
| All | +310.7% | +189.2% | +121.5% | +106.7% |
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 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