+1,164.9%
VST vs RBA
+207.2%
+957.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | +6.6% | +1.7% | +4.8% | +6.1% |
| 30D | -12.4% | +8.3% | -20.7% | -14.7% |
| 3M | -9.0% | +10.5% | -19.5% | -12.3% |
| 6M | -6.4% | -5.9% | -0.6% | -6.0% |
| YTD | -17.2% | -6.9% | -10.3% | -17.0% |
| 1Y | -22.0% | -4.9% | -17.2% | -22.4% |
| 3Y | +296.7% | +64.5% | +232.2% | +232.4% |
| 5Y | +637.6% | +46.1% | +591.5% | +524.0% |
| All | +1,164.9% | +207.2% | +957.7% | +666.2% |
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