+1,917.9%
VRT vs RBA
+234.0%
+1,683.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +8.7% |
| 7D | -10.6% | +2.5% | -13.1% | -11.5% |
| 30D | -17.4% | +11.6% | -29.0% | -21.1% |
| 3M | -26.4% | +1.5% | -27.9% | -27.4% |
| 6M | -41.0% | -6.6% | -34.4% | -40.6% |
| YTD | +23.8% | -6.3% | +30.1% | +23.4% |
| 1Y | +11.6% | -4.0% | +15.6% | +10.2% |
| 3Y | +403.5% | +47.3% | +356.2% | +310.7% |
| 5Y | +647.0% | +47.7% | +599.4% | +493.7% |
| All | +1,917.9% | +234.0% | +1,683.9% | +811.3% |
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