+377.4%
VT vs RBA
+383.4%
-5.9%
-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 | +0.4% | -2.9% | +3.4% | +1.3% |
| 30D | +1.0% | -12.3% | +13.3% | +4.8% |
| 3M | +2.4% | -20.5% | +22.9% | +8.7% |
| 6M | +12.0% | -18.5% | +30.5% | +17.8% |
| YTD | +15.3% | -18.2% | +33.6% | +20.7% |
| 1Y | +22.6% | -27.5% | +50.1% | +32.8% |
| 3Y | +74.7% | +38.1% | +36.6% | +52.3% |
| 5Y | +66.1% | +44.8% | +21.3% | +38.3% |
| 10Y | +225.0% | +187.1% | +37.9% | +103.3% |
| All | +377.4% | +383.4% | -5.9% | +110.5% |
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