+402.8%
VUG vs RBA
+207.2%
+195.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.2% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | -6.3% | +8.3% | -14.6% | -8.6% |
| 3M | -6.0% | +10.5% | -16.6% | -9.1% |
| 6M | -3.5% | -5.9% | +2.3% | -3.0% |
| YTD | +3.9% | -6.9% | +10.8% | +4.3% |
| 1Y | +5.1% | -4.9% | +10.0% | +4.7% |
| 3Y | +77.9% | +64.5% | +13.4% | +48.2% |
| 5Y | +62.4% | +46.1% | +16.3% | +36.5% |
| All | +402.8% | +207.2% | +195.7% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling