-8.8%
RBA vs VT
+5.0%
-13.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.5% |
| 7D | +12.7% | -0.3% | +13.0% | +12.7% |
| 30D | +15.5% | -1.4% | +17.0% | +16.1% |
| 3M | -14.0% | -1.4% | -12.6% | -13.7% |
| 6M | -8.8% | +5.5% | -14.3% | -9.6% |
| All | -8.8% | +5.0% | -13.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 6mo: compounded portfolio wealth divided by compounded VT 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…
6mo analysis · Full analysis span regression · 6 months rolling