-6.9%
RBA vs VLTO
+20.4%
-27.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -0.5% | +0.8% | -1.4% | -0.8% |
| 30D | +6.8% | +18.7% | -11.8% | +0.9% |
| 3M | +9.5% | +21.7% | -12.2% | +2.4% |
| 6M | -8.2% | +35.8% | -44.1% | -17.1% |
| YTD | -7.7% | +18.3% | -26.0% | -13.3% |
| 1Y | -6.9% | +20.9% | -27.8% | -13.0% |
| All | -6.9% | +20.4% | -27.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling