+359.2%
VT vs RBA
+439.0%
-79.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | +9.6% | -11.2% | -4.3% |
| 30D | -2.5% | +13.8% | -16.3% | -6.4% |
| 3M | -1.3% | -16.7% | +15.4% | +3.3% |
| 6M | +3.1% | -10.6% | +13.7% | +5.3% |
| YTD | +10.9% | -8.8% | +19.8% | +12.0% |
| 1Y | +12.1% | -3.7% | +15.7% | +11.1% |
| 3Y | +73.9% | +41.3% | +32.6% | +50.5% |
| 5Y | +58.0% | +49.3% | +8.7% | +30.4% |
| 10Y | +225.5% | +227.7% | -2.2% | +95.1% |
| All | +359.2% | +439.0% | -79.8% | +95.4% |
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