+140.3%
VMC vs RBA
+236.6%
-96.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.8% |
| 7D | +0.3% | +2.5% | -2.2% | -0.5% |
| 30D | +18.6% | +11.6% | +7.0% | +14.5% |
| 3M | +2.0% | +1.5% | +0.5% | +1.3% |
| 6M | +2.6% | -6.6% | +9.2% | +3.9% |
| YTD | +2.3% | -6.3% | +8.5% | +2.7% |
| 1Y | +1.7% | -4.0% | +5.6% | +1.3% |
| 3Y | +41.7% | +47.3% | -5.6% | +20.4% |
| 5Y | +46.6% | +47.7% | -1.0% | +21.2% |
| 10Y | +140.3% | +224.7% | -84.5% | +26.6% |
| All | +140.3% | +236.6% | -96.3% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling