+50.0%
VG vs RBA
-3.3%
+53.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.1% |
| 7D | -22.0% | +4.3% | -26.3% | -21.6% |
| 30D | -11.6% | +16.3% | -28.0% | -10.4% |
| 3M | -14.9% | +1.3% | -16.2% | -14.7% |
| 6M | -3.5% | -11.1% | +7.5% | -4.9% |
| YTD | +70.0% | -8.5% | +78.4% | +66.7% |
| 1Y | +50.0% | -2.1% | +52.1% | +40.1% |
| All | +50.0% | -3.3% | +53.3% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling