+1,250.4%
VUG vs RBA
+1,354.0%
-103.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | -2.9% | +2.8% | +0.7% |
| 30D | -0.3% | -12.3% | +12.0% | +3.2% |
| 3M | -0.7% | -20.5% | +19.8% | +5.1% |
| 6M | +14.6% | -18.5% | +33.2% | +20.2% |
| YTD | +9.0% | -18.2% | +27.3% | +13.8% |
| 1Y | +14.9% | -27.5% | +42.4% | +23.8% |
| 3Y | +86.0% | +38.1% | +48.0% | +65.0% |
| 5Y | +76.7% | +44.8% | +31.9% | +51.2% |
| 10Y | +411.3% | +187.1% | +224.2% | +248.7% |
| All | +1,250.4% | +1,354.0% | -103.6% | +507.7% |
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