+46.3%
RBA vs VSXY
+37.7%
+8.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | -1.9% | -10.7% | +8.8% | -1.3% |
| 30D | -13.0% | -24.3% | +11.3% | -11.5% |
| 3M | -23.1% | +1.0% | -24.1% | -23.3% |
| 6M | -22.6% | +57.4% | -79.9% | -25.6% |
| YTD | -20.4% | +39.8% | -60.2% | -23.0% |
| 1Y | -29.6% | +196.5% | -226.1% | -35.6% |
| 3Y | +26.6% | +357.2% | -330.7% | +8.3% |
| 5Y | +38.2% | +18.9% | +19.3% | +26.4% |
| All | +46.3% | +37.7% | +8.6% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling