-27.5%
RBA vs VSXY
+224.6%
-252.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | -2.9% | -14.0% | +11.1% | -2.2% |
| 30D | -12.3% | -15.9% | +3.6% | -11.5% |
| 3M | -20.5% | +3.4% | -23.9% | -20.5% |
| 6M | -18.5% | +25.9% | -44.5% | -19.8% |
| YTD | -18.2% | +39.5% | -57.7% | -20.0% |
| 1Y | -27.5% | +194.4% | -221.9% | -32.8% |
| All | -27.5% | +224.6% | -252.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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