-68.6%
RNG vs VCLT
-17.2%
-51.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.1% | -1.4% | -4.7% | -4.5% |
| 30D | +9.6% | -1.2% | +10.8% | +11.2% |
| 3M | +83.3% | -4.8% | +88.1% | +94.5% |
| 6M | +77.9% | -2.6% | +80.5% | +83.2% |
| YTD | +139.9% | -3.3% | +143.3% | +149.7% |
| 1Y | +121.7% | -4.8% | +126.5% | +134.8% |
| 3Y | +121.9% | +11.5% | +110.3% | +88.0% |
| All | -68.6% | -17.2% | -51.4% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling