+409.7%
VUG vs RBA
+182.6%
+227.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +0.9% | -1.1% | +1.9% | +1.2% |
| 30D | -1.4% | -13.2% | +11.8% | +2.6% |
| 3M | +2.3% | -21.4% | +23.7% | +8.8% |
| 6M | +15.7% | -20.9% | +36.5% | +22.6% |
| YTD | +8.6% | -19.9% | +28.5% | +14.2% |
| 1Y | +14.1% | -28.7% | +42.7% | +23.9% |
| 3Y | +87.9% | +27.4% | +60.5% | +68.9% |
| 5Y | +76.3% | +41.7% | +34.6% | +49.1% |
| 10Y | +409.7% | +189.6% | +220.1% | +227.9% |
| All | +409.7% | +182.6% | +227.1% | +227.9% |
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 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