+56.9%
RBA vs VLTO
+54.1%
+2.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +7.3% | +12.0% | -4.7% | +2.7% |
| 30D | +16.9% | +20.8% | -3.9% | +8.7% |
| 3M | -0.5% | +20.1% | -20.6% | -7.4% |
| 6M | -10.4% | +32.6% | -43.0% | -20.0% |
| YTD | -7.2% | +17.3% | -24.5% | -13.2% |
| 1Y | -2.2% | +17.3% | -19.5% | -8.6% |
| 3Y | +43.7% | +66.9% | -23.2% | +25.7% |
| All | +56.9% | +54.1% | +2.8% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling