+120.4%
VSH vs RBA
+204.3%
-83.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.1% |
| 7D | +26.2% | -0.5% | +26.8% | +26.6% |
| 30D | -12.5% | +6.8% | -19.3% | -15.1% |
| 3M | -16.9% | +9.5% | -26.4% | -20.5% |
| 6M | -17.0% | -8.2% | -8.8% | -15.0% |
| YTD | +93.8% | -7.7% | +101.6% | +96.7% |
| 1Y | +99.3% | -6.9% | +106.2% | +101.7% |
| 3Y | +35.0% | +61.6% | -26.7% | +9.9% |
| 5Y | +45.8% | +44.7% | +1.1% | +19.5% |
| All | +120.4% | +204.3% | -83.9% | +18.9% |
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