+2,723.0%
VRT vs RBA
+191.4%
+2,531.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.2% |
| 7D | +9.1% | -2.9% | +12.0% | +10.4% |
| 30D | +0.9% | -12.3% | +13.2% | +5.7% |
| 3M | -13.4% | -20.5% | +7.1% | -6.6% |
| 6M | +11.7% | -18.5% | +30.2% | +19.1% |
| YTD | +73.2% | -18.2% | +91.5% | +82.8% |
| 1Y | +123.4% | -27.5% | +150.9% | +147.3% |
| 3Y | +606.2% | +38.1% | +568.1% | +492.1% |
| 5Y | +899.9% | +44.8% | +855.1% | +694.3% |
| All | +2,723.0% | +191.4% | +2,531.7% | +1,249.3% |
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