+88.7%
VTR vs RBA
+44.6%
+44.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | -3.7% | -13.2% | +9.5% | -1.6% |
| 3M | +13.5% | -21.4% | +34.9% | +17.5% |
| 6M | +7.2% | -20.9% | +28.1% | +10.7% |
| YTD | +17.6% | -19.9% | +37.4% | +20.7% |
| 1Y | +35.4% | -28.7% | +64.1% | +41.8% |
| 3Y | +132.8% | +27.4% | +105.4% | +115.3% |
| 5Y | +88.7% | +41.7% | +46.9% | +81.9% |
| All | +88.7% | +44.6% | +44.0% | +81.9% |
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