+654.5%
VST vs RBA
+47.6%
+606.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.7% |
| 7D | -0.5% | +2.5% | -3.0% | -1.2% |
| 30D | -17.1% | +11.6% | -28.6% | -19.6% |
| 3M | -4.6% | +1.5% | -6.1% | -5.3% |
| 6M | -9.1% | -6.6% | -2.4% | -8.2% |
| YTD | -16.6% | -6.3% | -10.4% | -16.4% |
| 1Y | -29.5% | -4.0% | -25.5% | -29.8% |
| 3Y | +297.5% | +47.3% | +250.3% | +253.8% |
| 5Y | +654.5% | +47.7% | +606.9% | +567.8% |
| All | +654.5% | +47.6% | +606.9% | +567.8% |
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