+443.3%
RBA vs VCLT
+101.0%
+342.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +9.0% | +2.3% | +6.7% | +8.4% |
| 3M | +7.2% | -0.9% | +8.1% | +7.4% |
| 6M | -7.8% | -3.6% | -4.2% | -6.9% |
| YTD | -6.4% | -3.2% | -3.2% | -5.6% |
| 1Y | -4.2% | -4.2% | 0.0% | -3.2% |
| 3Y | +64.1% | +15.0% | +49.1% | +59.2% |
| 5Y | +48.4% | -16.2% | +64.6% | +51.2% |
| 10Y | +209.9% | +22.4% | +187.5% | +229.8% |
| All | +443.3% | +101.0% | +342.3% | +562.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling