+392.1%
VNQ vs RBA
+1,155.8%
-763.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | -2.5% | -13.2% | +10.7% | +1.7% |
| 3M | +1.4% | -21.4% | +22.7% | +8.3% |
| 6M | +4.6% | -20.9% | +25.4% | +11.3% |
| YTD | +10.5% | -19.9% | +30.4% | +16.5% |
| 1Y | +8.4% | -28.7% | +37.1% | +18.3% |
| 3Y | +32.4% | +27.4% | +5.0% | +17.7% |
| 5Y | +5.5% | +41.7% | -36.3% | -12.4% |
| 10Y | +59.1% | +189.6% | -130.5% | -2.6% |
| All | +392.1% | +1,155.8% | -763.7% | +76.0% |
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 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