+688.8%
VRT vs RBA
+46.2%
+642.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +18.6% | -0.5% | +19.2% | +18.8% |
| 30D | -11.7% | +6.8% | -18.5% | -13.8% |
| 3M | -27.3% | +9.5% | -36.7% | -29.8% |
| 6M | -42.9% | -8.2% | -34.7% | -42.1% |
| YTD | +29.5% | -7.7% | +37.2% | +29.7% |
| 1Y | +21.0% | -6.9% | +28.0% | +20.9% |
| 3Y | +403.1% | +61.6% | +341.5% | +308.0% |
| 5Y | +688.8% | +44.7% | +644.1% | +612.1% |
| All | +688.8% | +46.2% | +642.6% | +612.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling