+396.3%
VUG vs RBA
+236.6%
+159.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.1% |
| 7D | +0.5% | +2.5% | -2.0% | -0.2% |
| 30D | -8.2% | +11.6% | -19.7% | -11.2% |
| 3M | -5.4% | +1.5% | -6.9% | -6.2% |
| 6M | -2.5% | -6.6% | +4.1% | -1.7% |
| YTD | +4.2% | -6.3% | +10.5% | +4.4% |
| 1Y | +5.0% | -4.0% | +9.0% | +4.4% |
| 3Y | +81.7% | +47.3% | +34.5% | +56.4% |
| 5Y | +62.5% | +47.7% | +14.9% | +36.3% |
| 10Y | +396.3% | +224.7% | +171.6% | +213.6% |
| All | +396.3% | +236.6% | +159.8% | +213.6% |
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 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