+60.9%
VEA vs RBA
+39.8%
+21.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | +0.4% | -13.0% | +13.4% | +3.0% |
| 3M | +4.8% | -23.1% | +27.9% | +9.6% |
| 6M | +11.3% | -22.6% | +33.8% | +16.0% |
| YTD | +17.4% | -20.4% | +37.8% | +21.3% |
| 1Y | +26.2% | -29.6% | +55.8% | +33.7% |
| 3Y | +77.7% | +26.6% | +51.2% | +65.5% |
| 5Y | +60.9% | +38.2% | +22.7% | +43.3% |
| All | +60.9% | +39.8% | +21.1% | +43.3% |
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