-49.4%
VG vs RBA
+8.6%
-58.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -7.7% | +3.2% | -10.9% | -7.9% |
| 30D | -8.8% | +12.0% | -20.8% | -9.7% |
| 3M | -15.6% | +2.9% | -18.5% | -15.7% |
| 6M | +5.2% | -6.3% | +11.5% | +4.3% |
| YTD | +76.9% | -5.9% | +82.8% | +74.2% |
| 1Y | +42.5% | -3.9% | +46.4% | +38.9% |
| All | -49.4% | +8.6% | -58.0% | -51.1% |
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 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