+99.1%
V vs RBA
+37.7%
+61.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +2.2% | +4.3% | -2.1% | +1.2% |
| 30D | +13.6% | +16.3% | -2.7% | +9.7% |
| 3M | +14.3% | +1.3% | +13.0% | +13.7% |
| 6M | +33.1% | -11.1% | +44.2% | +35.6% |
| YTD | +21.2% | -8.5% | +29.7% | +22.1% |
| 1Y | +26.4% | -2.1% | +28.6% | +25.2% |
| 3Y | +77.6% | +44.6% | +33.0% | +60.6% |
| All | +99.1% | +37.7% | +61.4% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling