+263.7%
VSH vs RBA
+4,003.4%
-3,739.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.1% | +6.2% |
| 7D | -12.9% | +4.3% | -17.2% | -14.4% |
| 30D | -36.9% | +16.3% | -53.2% | -40.7% |
| 3M | -28.8% | +1.3% | -30.1% | -29.8% |
| 6M | -30.3% | -11.1% | -19.2% | -28.1% |
| YTD | +62.4% | -8.5% | +70.8% | +64.9% |
| 1Y | +62.5% | -2.1% | +64.6% | +61.0% |
| 3Y | +7.4% | +44.6% | -37.2% | -8.4% |
| 5Y | +25.4% | +36.8% | -11.4% | +5.7% |
| 10Y | +102.6% | +227.3% | -124.7% | +19.7% |
| All | +263.7% | +4,003.4% | -3,739.7% | +8.1% |
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