+189.6%
RBA vs VIG
+240.3%
-50.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.3% |
| 7D | -1.1% | -0.4% | -0.6% | -0.7% |
| 30D | -13.2% | -2.1% | -11.1% | -11.7% |
| 3M | -21.4% | +3.3% | -24.7% | -23.5% |
| 6M | -20.9% | +9.3% | -30.1% | -26.5% |
| YTD | -19.9% | +10.1% | -30.0% | -25.9% |
| 1Y | -28.7% | +14.7% | -43.4% | -36.2% |
| 3Y | +27.4% | +56.9% | -29.5% | -11.5% |
| 5Y | +41.7% | +62.9% | -21.2% | -4.8% |
| 10Y | +189.6% | +241.3% | -51.7% | +2.7% |
| All | +189.6% | +240.3% | -50.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling