+2,110.3%
VGT vs RBA
+1,540.6%
+569.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +5.6% | -0.5% | +6.2% | +5.8% |
| 30D | -10.6% | +6.8% | -17.4% | -12.5% |
| 3M | -6.9% | +9.5% | -16.3% | -9.8% |
| 6M | +0.9% | -8.2% | +9.2% | +2.2% |
| YTD | +20.4% | -7.7% | +28.2% | +21.2% |
| 1Y | +17.4% | -6.9% | +24.3% | +17.8% |
| 3Y | +106.3% | +61.6% | +44.6% | +73.6% |
| 5Y | +107.9% | +44.7% | +63.2% | +76.4% |
| 10Y | +730.9% | +205.3% | +525.6% | +444.2% |
| All | +2,110.3% | +1,540.6% | +569.7% | +762.5% |
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