+656.1%
RBA vs VIG
+630.3%
+25.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.0% |
| 7D | +4.3% | -1.8% | +6.1% | +5.7% |
| 30D | +16.3% | +2.7% | +13.6% | +13.8% |
| 3M | +1.3% | 0.0% | +1.3% | +1.3% |
| 6M | -11.1% | +6.8% | -17.8% | -15.7% |
| YTD | -8.5% | +12.1% | -20.5% | -16.4% |
| 1Y | -2.1% | +14.8% | -17.0% | -12.3% |
| 3Y | +44.6% | +62.4% | -17.9% | -1.9% |
| 5Y | +36.8% | +59.6% | -22.7% | -6.1% |
| 10Y | +227.3% | +261.5% | -34.2% | +16.3% |
| All | +656.1% | +630.3% | +25.8% | +48.4% |
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