+361.8%
VRT vs RBA
+42.3%
+319.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.8% |
| 7D | -21.4% | +4.3% | -25.6% | -22.3% |
| 30D | -25.8% | +16.3% | -42.1% | -29.1% |
| 3M | -33.5% | +1.3% | -34.8% | -34.0% |
| 6M | -49.0% | -11.1% | -38.0% | -47.7% |
| YTD | +12.9% | -8.5% | +21.4% | +12.8% |
| 1Y | 0.0% | -2.1% | +2.1% | -2.7% |
| 3Y | +361.8% | +44.6% | +317.2% | +315.0% |
| All | +361.8% | +42.3% | +319.5% | +315.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling