+1,727.1%
FTI vs RBA
+3,191.1%
-1,463.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -3.3% | +3.2% | -6.5% | -4.5% |
| 30D | -7.2% | +12.0% | -19.2% | -11.7% |
| 3M | -12.9% | +2.9% | -15.8% | -14.6% |
| 6M | -7.9% | -6.3% | -1.6% | -7.4% |
| YTD | +45.2% | -5.9% | +51.1% | +44.3% |
| 1Y | +48.1% | -3.9% | +51.9% | +45.7% |
| 3Y | +205.0% | +64.9% | +140.1% | +137.9% |
| 5Y | +838.8% | +48.5% | +790.3% | +631.4% |
| 10Y | +174.8% | +211.8% | -37.0% | +45.2% |
| All | +1,727.1% | +3,191.1% | -1,463.9% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling