+93.9%
FTV vs RBA
+201.8%
-107.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | -7.2% | -20.5% | +13.4% | -1.3% |
| 6M | -1.5% | -18.5% | +17.0% | +3.7% |
| YTD | +3.5% | -18.2% | +21.7% | +8.7% |
| 1Y | +20.3% | -27.5% | +47.9% | +30.9% |
| 3Y | -3.1% | +38.1% | -41.2% | -13.9% |
| 5Y | +2.3% | +44.8% | -42.4% | -12.5% |
| 10Y | +76.3% | +187.1% | -110.8% | +16.8% |
| All | +93.9% | +201.8% | -107.9% | +30.7% |
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