-27.6%
RBBN vs VT
+74.1%
-101.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +2.3% |
| 7D | -11.1% | +0.4% | -11.5% | -11.3% |
| 30D | -15.3% | -2.6% | -12.7% | -11.1% |
| 3M | -32.7% | -3.2% | -29.5% | -28.5% |
| 6M | -48.2% | +0.9% | -49.1% | -48.4% |
| YTD | -50.0% | +11.3% | -61.3% | -58.3% |
| 1Y | -54.4% | +14.0% | -68.4% | -63.5% |
| 3Y | -27.6% | +75.8% | -103.5% | -71.4% |
| All | -27.6% | +74.1% | -101.8% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling