+1,155.8%
VUG vs RBA
+1,527.7%
-371.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -3.4% | +4.3% | -7.7% | -4.5% |
| 30D | -11.1% | +16.3% | -27.4% | -15.0% |
| 3M | -7.2% | +1.3% | -8.6% | -8.0% |
| 6M | -4.1% | -11.1% | +6.9% | -2.1% |
| YTD | +1.4% | -8.5% | +9.8% | +2.2% |
| 1Y | +1.9% | -2.1% | +4.0% | +0.8% |
| 3Y | +77.7% | +44.6% | +33.2% | +55.4% |
| 5Y | +57.6% | +36.8% | +20.8% | +36.9% |
| 10Y | +398.6% | +227.3% | +171.3% | +227.1% |
| All | +1,155.8% | +1,527.7% | -371.9% | +446.0% |
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