+575.4%
RBA vs VIG
+623.5%
-48.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.6% |
| 30D | -12.3% | -1.0% | -11.3% | -11.6% |
| 3M | -20.5% | +2.8% | -23.3% | -22.3% |
| 6M | -18.5% | +8.2% | -26.7% | -23.6% |
| YTD | -18.2% | +11.0% | -29.3% | -24.8% |
| 1Y | -27.5% | +16.1% | -43.6% | -35.6% |
| 3Y | +38.1% | +56.2% | -18.1% | -3.2% |
| 5Y | +44.8% | +63.0% | -18.2% | -2.3% |
| 10Y | +187.1% | +241.4% | -54.3% | +6.8% |
| All | +575.4% | +623.5% | -48.1% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling