+38.3%
RBA vs VLTO
+27.2%
+11.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | -2.9% | -2.3% | -0.6% | -2.1% |
| 30D | -12.3% | -0.9% | -11.4% | -12.1% |
| 3M | -20.5% | +13.8% | -34.3% | -24.7% |
| 6M | -18.5% | +2.0% | -20.6% | -19.4% |
| YTD | -18.2% | -3.2% | -15.0% | -17.5% |
| 1Y | -27.5% | -9.2% | -18.3% | -25.1% |
| All | +38.3% | +27.2% | +11.1% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling