+2,159.9%
FTI vs RBA
+2,759.5%
-599.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +5.3% | -2.9% | +8.2% | +6.5% |
| 30D | +15.3% | -12.3% | +27.6% | +21.0% |
| 3M | +15.8% | -20.5% | +36.3% | +24.9% |
| 6M | +22.6% | -18.5% | +41.1% | +30.6% |
| YTD | +79.5% | -18.2% | +97.8% | +89.7% |
| 1Y | +102.0% | -27.5% | +129.5% | +123.4% |
| 3Y | +315.8% | +38.1% | +277.7% | +247.8% |
| 5Y | +1,129.5% | +44.8% | +1,084.7% | +863.9% |
| 10Y | +320.9% | +187.1% | +133.8% | +130.3% |
| All | +2,159.9% | +2,759.5% | -599.5% | +567.1% |
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