+111.6%
VWO vs RBA
+195.3%
-83.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | -0.3% | -9.8% | +9.5% | +1.8% |
| 3M | +4.0% | -23.5% | +27.4% | +9.4% |
| 6M | +8.1% | -21.5% | +29.6% | +13.0% |
| YTD | +11.6% | -21.2% | +32.8% | +16.2% |
| 1Y | +16.2% | -30.2% | +46.4% | +24.1% |
| 3Y | +63.3% | +25.3% | +37.9% | +50.8% |
| 5Y | +33.4% | +35.1% | -1.8% | +18.1% |
| All | +111.6% | +195.3% | -83.7% | +44.5% |
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