+71.1%
RBA vs VSXY
+93.0%
-21.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.8% |
| 7D | +1.7% | -1.7% | +3.5% | +1.9% |
| 30D | +8.3% | +20.1% | -11.8% | +7.0% |
| 3M | +10.5% | +16.6% | -6.0% | +9.2% |
| 6M | -5.9% | +134.9% | -140.8% | -11.8% |
| YTD | -6.9% | +96.0% | -102.9% | -12.0% |
| 1Y | -4.9% | +203.8% | -208.6% | -12.9% |
| 3Y | +64.5% | +465.3% | -400.9% | +39.5% |
| 5Y | +46.1% | +106.3% | -60.2% | +30.6% |
| All | +71.1% | +93.0% | -21.9% | +52.2% |
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 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