+1,855.0%
VRT vs RBA
+235.3%
+1,619.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -17.7% | +3.2% | -20.9% | -18.7% |
| 30D | -20.0% | +12.0% | -32.0% | -23.6% |
| 3M | -28.1% | +2.9% | -31.0% | -29.4% |
| 6M | -42.8% | -6.3% | -36.6% | -42.5% |
| YTD | +20.0% | -5.9% | +25.9% | +19.4% |
| 1Y | +3.5% | -3.9% | +7.4% | +2.2% |
| 3Y | +366.1% | +64.9% | +301.2% | +264.9% |
| 5Y | +632.2% | +48.5% | +583.7% | +480.6% |
| All | +1,855.0% | +235.3% | +1,619.6% | +781.5% |
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 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