+41.7%
RBA vs VEU
+56.3%
-14.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -1.1% | +1.7% | -2.7% | -2.1% |
| 30D | -13.2% | +1.0% | -14.2% | -13.8% |
| 3M | -21.4% | +5.6% | -27.0% | -24.3% |
| 6M | -20.9% | +13.7% | -34.5% | -27.8% |
| YTD | -19.9% | +17.7% | -37.6% | -28.7% |
| 1Y | -28.7% | +25.8% | -54.4% | -39.4% |
| 3Y | +27.4% | +77.1% | -49.7% | -15.7% |
| 5Y | +41.7% | +57.1% | -15.4% | +2.4% |
| All | +41.7% | +56.3% | -14.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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