+78.5%
FTV vs RBA
+182.6%
-104.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | -8.3% | -13.2% | +4.9% | -4.2% |
| 3M | -7.4% | -21.4% | +14.0% | -0.8% |
| 6M | -1.2% | -20.9% | +19.7% | +5.3% |
| YTD | +2.7% | -19.9% | +22.5% | +8.9% |
| 1Y | +18.4% | -28.7% | +47.1% | +30.2% |
| 3Y | -2.0% | +27.4% | -29.4% | -11.7% |
| 5Y | +3.4% | +41.7% | -38.3% | -12.6% |
| 10Y | +78.5% | +189.6% | -111.1% | +5.6% |
| All | +78.5% | +182.6% | -104.1% | +5.6% |
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