+545.2%
RBA vs VEU
+192.1%
+353.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -2.9% | +1.1% | -4.1% | -3.6% |
| 30D | -12.3% | +2.2% | -14.5% | -13.5% |
| 3M | -20.5% | +3.0% | -23.5% | -22.3% |
| 6M | -18.5% | +10.9% | -29.4% | -24.3% |
| YTD | -18.2% | +18.2% | -36.4% | -27.0% |
| 1Y | -27.5% | +28.3% | -55.8% | -38.6% |
| 3Y | +38.1% | +74.6% | -36.5% | -4.4% |
| 5Y | +44.8% | +56.4% | -11.6% | +7.0% |
| 10Y | +187.1% | +153.0% | +34.1% | +55.7% |
| All | +545.2% | +192.1% | +353.1% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling