+134.0%
VTRS vs RBA
+3,492.7%
-3,358.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | -0.1% | -1.1% | +0.9% | +0.1% |
| 30D | +1.9% | -13.2% | +15.1% | +4.9% |
| 3M | +5.1% | -21.4% | +26.4% | +10.0% |
| 6M | +20.1% | -20.9% | +40.9% | +25.4% |
| YTD | +36.6% | -19.9% | +56.4% | +41.8% |
| 1Y | +64.1% | -28.7% | +92.8% | +74.5% |
| 3Y | +86.4% | +27.4% | +58.9% | +73.4% |
| 5Y | +40.9% | +41.7% | -0.9% | +24.7% |
| 10Y | -48.7% | +189.6% | -238.3% | -62.9% |
| All | +134.0% | +3,492.7% | -3,358.7% | -2.6% |
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