+50.3%
RBA vs VSXY
+37.4%
+12.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.2% |
| 7D | -2.9% | -14.0% | +11.1% | -2.0% |
| 30D | -12.3% | -15.9% | +3.6% | -11.4% |
| 3M | -20.5% | +3.4% | -23.9% | -20.8% |
| 6M | -18.5% | +25.9% | -44.5% | -20.6% |
| YTD | -18.2% | +39.5% | -57.7% | -20.9% |
| 1Y | -27.5% | +194.4% | -221.9% | -33.6% |
| 3Y | +38.1% | +281.4% | -243.4% | +20.0% |
| 5Y | +44.8% | +12.8% | +32.0% | +32.5% |
| All | +50.3% | +37.4% | +12.9% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling