-33.5%
VG vs RBRK
+22.0%
-55.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +2.5% |
| 7D | +9.6% | -7.5% | +17.1% | +11.3% |
| 30D | +15.2% | -10.4% | +25.6% | +17.0% |
| 3M | +24.1% | +21.3% | +2.8% | +16.5% |
| 6M | +27.2% | +50.6% | -23.5% | +10.9% |
| YTD | +132.3% | +13.3% | +119.0% | +119.7% |
| 1Y | +15.7% | +11.2% | +4.4% | +9.2% |
| All | -33.5% | +22.0% | -55.6% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 10y: compounded portfolio wealth divided by compounded RBRK 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…
10y analysis · Full analysis span regression · 6 months rolling