-68.4%
RBBN vs VT
+65.7%
-134.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +2.1% |
| 7D | +0.5% | -0.1% | +0.6% | +0.7% |
| 30D | -3.9% | -0.7% | -3.2% | -2.8% |
| 3M | -25.9% | +4.0% | -29.9% | -30.6% |
| 6M | -10.0% | +12.3% | -22.3% | -25.7% |
| YTD | -31.6% | +14.0% | -45.6% | -45.7% |
| 1Y | -51.4% | +20.3% | -71.7% | -64.7% |
| 3Y | -28.6% | +75.4% | -104.1% | -71.5% |
| 5Y | -68.4% | +66.0% | -134.4% | -85.7% |
| All | -68.4% | +65.7% | -134.1% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling