+56.1%
VT vs RBRK
+130.1%
-74.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.3% |
| 30D | -0.7% | -9.3% | +8.6% | 0.0% |
| 3M | +4.0% | +23.8% | -19.8% | +1.1% |
| 6M | +12.3% | +55.4% | -43.1% | +6.0% |
| YTD | +14.0% | +16.1% | -2.1% | +10.8% |
| 1Y | +20.3% | -9.8% | +30.1% | +19.7% |
| All | +56.1% | +130.1% | -74.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling