+27.4%
RBA vs VSXY
+335.0%
-307.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.2% |
| 7D | -1.1% | -6.8% | +5.7% | -0.7% |
| 30D | -13.2% | -20.4% | +7.2% | -12.2% |
| 3M | -21.4% | +2.9% | -24.3% | -21.5% |
| 6M | -20.9% | +67.9% | -88.8% | -23.6% |
| YTD | -19.9% | +44.9% | -64.7% | -22.0% |
| 1Y | -28.7% | +205.9% | -234.6% | -33.6% |
| 3Y | +27.4% | +373.9% | -346.4% | +16.2% |
| All | +27.4% | +335.0% | -307.6% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling