-39.3%
VG vs RBA
-5.6%
-33.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.7% | -2.9% | +4.6% | +2.0% |
| 30D | +16.0% | -12.3% | +28.3% | +17.5% |
| 3M | +9.7% | -20.5% | +30.3% | +11.0% |
| 6M | +29.6% | -18.5% | +48.1% | +30.0% |
| YTD | +112.0% | -18.2% | +130.2% | +111.5% |
| 1Y | +12.8% | -27.5% | +40.3% | +18.7% |
| All | -39.3% | -5.6% | -33.7% | -40.7% |
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