+75.9%
FTV vs RBA
+195.3%
-119.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.0% |
| 7D | -5.2% | -3.3% | -1.9% | -4.2% |
| 30D | -11.5% | -9.8% | -1.7% | -8.7% |
| 3M | -9.0% | -23.5% | +14.4% | -1.8% |
| 6M | -2.0% | -21.5% | +19.5% | +4.7% |
| YTD | -0.9% | -21.2% | +20.2% | +5.6% |
| 1Y | +14.8% | -30.2% | +45.0% | +27.1% |
| 3Y | -5.5% | +25.3% | -30.8% | -14.3% |
| 5Y | -1.9% | +35.1% | -37.0% | -15.6% |
| All | +75.9% | +195.3% | -119.3% | +5.0% |
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