+397.6%
VRT vs RBA
+61.6%
+336.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +18.6% | -0.5% | +19.2% | +18.8% |
| 30D | -11.7% | +6.8% | -18.5% | -13.6% |
| 3M | -27.3% | +9.5% | -36.7% | -29.6% |
| 6M | -42.9% | -8.2% | -34.7% | -42.1% |
| YTD | +29.5% | -7.7% | +37.2% | +28.8% |
| 1Y | +21.0% | -6.9% | +28.0% | +20.0% |
| All | +397.6% | +61.6% | +336.0% | +307.5% |
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 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