+66.5%
VSH vs RBA
+45.3%
+21.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +4.1% | -2.9% | +7.0% | +5.2% |
| 30D | -4.2% | -12.3% | +8.1% | +0.2% |
| 3M | -50.0% | -20.5% | -29.4% | -45.9% |
| 6M | +80.2% | -18.5% | +98.7% | +92.9% |
| YTD | +121.1% | -18.2% | +139.3% | +135.2% |
| 1Y | +112.0% | -27.5% | +139.5% | +134.7% |
| 3Y | +22.5% | +38.1% | -15.5% | +12.7% |
| All | +66.5% | +45.3% | +21.2% | +45.9% |
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 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