+25.8%
VWO vs RBA
+45.7%
-19.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +2.0% | +1.7% | +0.2% | +1.7% |
| 30D | -4.3% | +8.3% | -12.6% | -5.5% |
| 3M | -6.4% | +10.5% | -16.9% | -8.0% |
| 6M | -5.6% | -5.9% | +0.2% | -5.3% |
| YTD | +5.2% | -6.9% | +12.1% | +5.4% |
| 1Y | +5.2% | -4.9% | +10.0% | +5.0% |
| 3Y | +55.5% | +64.5% | -8.9% | +40.4% |
| All | +25.8% | +45.7% | -19.9% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling