+46.5%
RBA vs VLTO
+68.7%
-22.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +7.3% | +12.0% | -4.7% | +2.4% |
| 30D | +16.9% | +20.8% | -3.9% | +8.3% |
| 3M | -0.5% | +20.1% | -20.6% | -7.7% |
| 6M | -10.4% | +32.6% | -43.0% | -20.5% |
| YTD | -7.2% | +17.3% | -24.5% | -13.4% |
| 1Y | -2.2% | +17.3% | -19.5% | -8.9% |
| All | +46.5% | +68.7% | -22.2% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling