+46.5%
RBA vs FGI
+2.3%
+44.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +7.3% | -11.6% | +18.9% | +7.4% |
| 30D | +16.9% | -3.3% | +20.2% | +16.9% |
| 3M | -0.5% | +65.6% | -66.1% | -0.9% |
| 6M | -10.4% | -2.8% | -7.6% | -10.5% |
| YTD | -7.2% | +30.1% | -37.4% | -7.7% |
| 1Y | -2.2% | +50.2% | -52.4% | -2.9% |
| All | +46.5% | +2.3% | +44.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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