+167.9%
VSH vs RBA
+182.6%
-14.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.2% |
| 7D | +6.2% | -1.1% | +7.3% | +6.7% |
| 30D | -11.1% | -13.2% | +2.1% | -6.2% |
| 3M | -44.9% | -21.4% | -23.6% | -39.6% |
| 6M | +90.0% | -20.9% | +110.8% | +107.6% |
| YTD | +118.8% | -19.9% | +138.6% | +136.4% |
| 1Y | +109.0% | -28.7% | +137.7% | +136.4% |
| 3Y | +35.6% | +27.4% | +8.2% | +21.4% |
| 5Y | +66.7% | +41.7% | +25.0% | +37.2% |
| 10Y | +167.9% | +189.6% | -21.7% | +48.1% |
| All | +167.9% | +182.6% | -14.6% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling