+1,032.6%
VMC vs RBA
+3,565.6%
-2,533.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.3% | -2.9% | -1.4% | -3.5% |
| 30D | -8.2% | -12.3% | +4.1% | -4.9% |
| 3M | -7.0% | -20.5% | +13.5% | -1.2% |
| 6M | -10.8% | -18.5% | +7.8% | -6.0% |
| YTD | -7.4% | -18.2% | +10.8% | -3.1% |
| 1Y | -9.5% | -27.5% | +18.0% | -2.0% |
| 3Y | +20.5% | +38.1% | -17.6% | +6.4% |
| 5Y | +51.6% | +44.8% | +6.8% | +28.5% |
| 10Y | +150.0% | +187.1% | -37.1% | +66.3% |
| All | +1,032.6% | +3,565.6% | -2,533.0% | +365.5% |
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