+44.1%
RBA vs VO
+32.6%
+11.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +4.3% | -2.6% | +6.8% | +6.2% |
| 30D | +16.3% | -0.9% | +17.3% | +17.1% |
| 3M | +1.3% | -3.0% | +4.3% | +3.5% |
| 6M | -11.1% | +2.2% | -13.3% | -12.5% |
| YTD | -8.5% | +10.6% | -19.0% | -14.9% |
| 1Y | -2.1% | +12.5% | -14.6% | -10.1% |
| 3Y | +44.6% | +61.4% | -16.8% | +3.2% |
| All | +44.1% | +32.6% | +11.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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