+47.3%
RBA vs VCLT
+15.4%
+31.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +2.5% | +1.2% | +1.3% | +1.9% |
| 30D | +11.6% | +3.4% | +8.2% | +9.9% |
| 3M | +1.5% | -0.9% | +2.4% | +1.8% |
| 6M | -6.6% | -3.1% | -3.5% | -5.4% |
| YTD | -6.3% | -2.4% | -3.9% | -5.4% |
| 1Y | -4.0% | -2.7% | -1.3% | -3.0% |
| 3Y | +47.3% | +16.9% | +30.4% | +34.7% |
| All | +47.3% | +15.4% | +31.9% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling