+374.4%
RBA vs VCLT
+103.4%
+271.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -12.3% | -0.9% | -11.4% | -12.1% |
| 3M | -20.5% | -3.2% | -17.3% | -19.9% |
| 6M | -18.5% | -3.8% | -14.7% | -17.8% |
| YTD | -18.2% | -2.0% | -16.2% | -17.8% |
| 1Y | -27.5% | -0.8% | -26.7% | -27.4% |
| 3Y | +38.1% | +12.3% | +25.8% | +34.5% |
| 5Y | +44.8% | -15.4% | +60.2% | +47.2% |
| 10Y | +187.1% | +15.7% | +171.4% | +198.2% |
| All | +374.4% | +103.4% | +271.0% | +477.1% |
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 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