+158.0%
VEA vs RBA
+535.5%
-377.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | 0.0% | +3.2% | -3.2% | -0.9% |
| 30D | -1.4% | +12.0% | -13.4% | -4.8% |
| 3M | -4.1% | +2.9% | -7.0% | -5.3% |
| 6M | -1.3% | -6.3% | +4.9% | -0.6% |
| YTD | +12.1% | -5.9% | +18.0% | +12.1% |
| 1Y | +16.1% | -3.9% | +19.9% | +15.3% |
| 3Y | +73.0% | +64.9% | +8.1% | +42.9% |
| 5Y | +55.1% | +48.5% | +6.7% | +28.4% |
| 10Y | +156.9% | +211.8% | -54.9% | +55.4% |
| All | +158.0% | +535.5% | -377.5% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling