-2.7%
FTV vs RBA
+32.9%
-35.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.5% | -2.9% | -1.6% | -3.6% |
| 30D | -7.1% | -12.3% | +5.2% | -3.3% |
| 3M | -7.2% | -20.5% | +13.4% | -1.2% |
| 6M | -1.5% | -18.5% | +17.0% | +3.6% |
| YTD | +3.5% | -18.2% | +21.7% | +8.8% |
| 1Y | +20.3% | -27.5% | +47.9% | +31.7% |
| All | -2.7% | +32.9% | -35.6% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling