+141.7%
RNG vs VCLT
-0.4%
+142.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +5.8% | -0.5% | +6.3% | +6.2% |
| 30D | +19.6% | -0.9% | +20.5% | +20.3% |
| 3M | +67.0% | -3.2% | +70.3% | +70.5% |
| 6M | +88.4% | -3.8% | +92.2% | +92.8% |
| YTD | +155.5% | -2.0% | +157.5% | +158.3% |
| 1Y | +141.7% | -0.8% | +142.5% | +137.5% |
| All | +141.7% | -0.4% | +142.1% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling