+1,740.6%
VRT vs RBA
+226.2%
+1,514.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.0% |
| 7D | -21.4% | +4.3% | -25.6% | -22.7% |
| 30D | -25.8% | +16.3% | -42.1% | -30.3% |
| 3M | -33.5% | +1.3% | -34.8% | -34.5% |
| 6M | -49.0% | -11.1% | -38.0% | -47.7% |
| YTD | +12.9% | -8.5% | +21.4% | +13.5% |
| 1Y | 0.0% | -2.1% | +2.1% | -2.3% |
| 3Y | +361.8% | +44.6% | +317.2% | +278.9% |
| 5Y | +565.1% | +36.8% | +528.3% | +445.2% |
| All | +1,740.6% | +226.2% | +1,514.5% | +738.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling