+215.0%
RNG vs VCLT
+17.1%
+197.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.1% | -1.4% | -4.7% | -5.2% |
| 30D | +9.6% | -1.2% | +10.8% | +10.5% |
| 3M | +83.3% | -4.8% | +88.1% | +89.6% |
| 6M | +77.9% | -2.6% | +80.5% | +81.1% |
| YTD | +139.9% | -3.3% | +143.3% | +145.6% |
| 1Y | +121.7% | -4.8% | +126.5% | +129.2% |
| 3Y | +121.9% | +11.5% | +110.3% | +105.9% |
| 5Y | -68.4% | -17.0% | -51.4% | -68.5% |
| All | +215.0% | +17.1% | +197.9% | +213.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling