+189.6%
RBA vs VCLT
+15.5%
+174.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -13.2% | -0.6% | -12.6% | -13.0% |
| 3M | -21.4% | -2.2% | -19.1% | -20.5% |
| 6M | -20.9% | -2.9% | -18.0% | -19.8% |
| YTD | -19.9% | -2.1% | -17.8% | -19.1% |
| 1Y | -28.7% | -2.6% | -26.1% | -27.8% |
| 3Y | +27.4% | +12.5% | +14.9% | +20.3% |
| 5Y | +41.7% | -15.3% | +57.0% | +52.6% |
| 10Y | +189.6% | +16.6% | +173.0% | +195.9% |
| All | +189.6% | +15.5% | +174.1% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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