+367.1%
VT vs RBA
+450.2%
-83.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | -0.3% | +12.7% | -13.0% | -3.9% |
| 30D | -1.4% | +15.5% | -17.0% | -5.8% |
| 3M | -1.4% | -14.0% | +12.6% | +2.3% |
| 6M | +5.5% | -8.8% | +14.3% | +7.1% |
| YTD | +12.8% | -6.9% | +19.8% | +13.2% |
| 1Y | +15.4% | -3.0% | +18.4% | +14.3% |
| 3Y | +76.9% | +44.2% | +32.7% | +52.2% |
| 5Y | +60.4% | +50.6% | +9.8% | +32.1% |
| 10Y | +232.8% | +232.8% | 0.0% | +98.6% |
| All | +367.1% | +450.2% | -83.1% | +97.5% |
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