+122.6%
FTV vs RBA
+237.9%
-115.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.3% |
| 7D | +0.2% | +4.3% | -4.1% | -1.0% |
| 30D | +15.7% | +16.3% | -0.7% | +10.4% |
| 3M | +7.5% | +1.3% | +6.2% | +6.8% |
| 6M | +8.5% | -11.1% | +19.5% | +11.2% |
| YTD | +18.8% | -8.5% | +27.3% | +20.5% |
| 1Y | +28.5% | -2.1% | +30.7% | +27.7% |
| 3Y | +34.0% | +44.6% | -10.6% | +17.4% |
| 5Y | +12.6% | +36.8% | -24.2% | -1.9% |
| 10Y | +111.4% | +227.3% | -115.9% | +35.1% |
| All | +122.6% | +237.9% | -115.3% | +44.9% |
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