+449.7%
V vs RBA
+224.6%
+225.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +2.2% | +4.3% | -2.1% | +1.0% |
| 30D | +13.6% | +16.3% | -2.7% | +8.9% |
| 3M | +14.3% | +1.3% | +13.0% | +13.6% |
| 6M | +33.1% | -11.1% | +44.2% | +36.2% |
| YTD | +21.2% | -8.5% | +29.7% | +22.4% |
| 1Y | +26.4% | -2.1% | +28.6% | +25.1% |
| 3Y | +77.6% | +44.6% | +33.0% | +55.2% |
| 5Y | +102.6% | +36.8% | +65.8% | +75.6% |
| All | +449.7% | +224.6% | +225.1% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling