-9.5%
VMC vs RBA
-26.5%
+17.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -4.3% | -2.9% | -1.4% | -3.8% |
| 30D | -8.2% | -12.3% | +4.1% | -5.8% |
| 3M | -7.0% | -20.5% | +13.5% | -2.8% |
| 6M | -10.8% | -18.5% | +7.8% | -7.4% |
| YTD | -7.4% | -18.2% | +10.8% | -4.8% |
| 1Y | -9.5% | -27.5% | +18.0% | -3.1% |
| All | -9.5% | -26.5% | +17.1% | -3.1% |
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