+47.0%
RBA vs VCLT
-15.0%
+62.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | -12.3% | -0.9% | -11.4% | -12.0% |
| 3M | -20.5% | -3.2% | -17.3% | -19.5% |
| 6M | -18.5% | -3.8% | -14.7% | -17.3% |
| YTD | -18.2% | -2.0% | -16.2% | -17.6% |
| 1Y | -27.5% | -0.8% | -26.7% | -27.3% |
| 3Y | +38.1% | +12.3% | +25.8% | +31.7% |
| All | +47.0% | -15.0% | +62.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling