+54.4%
VMC vs RBA
+45.3%
+9.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.3% | -2.9% | -1.4% | -3.6% |
| 30D | -8.2% | -12.3% | +4.1% | -5.4% |
| 3M | -7.0% | -20.5% | +13.5% | -2.1% |
| 6M | -10.8% | -18.5% | +7.8% | -6.7% |
| YTD | -7.4% | -18.2% | +10.8% | -3.7% |
| 1Y | -9.5% | -27.5% | +18.0% | -3.1% |
| 3Y | +20.5% | +38.1% | -17.6% | +9.0% |
| All | +54.4% | +45.3% | +9.1% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling