+287.7%
RNG vs VCLT
+53.5%
+234.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | +11.4% | -0.6% | +12.0% | +11.7% |
| 3M | +72.1% | -2.2% | +74.3% | +74.2% |
| 6M | +67.9% | -2.9% | +70.8% | +70.7% |
| YTD | +144.3% | -2.1% | +146.4% | +147.2% |
| 1Y | +117.5% | -2.6% | +120.1% | +120.6% |
| 3Y | +123.9% | +12.5% | +111.4% | +110.4% |
| 5Y | -70.1% | -15.3% | -54.8% | -71.2% |
| 10Y | +215.9% | +16.6% | +199.2% | +223.2% |
| All | +287.7% | +53.5% | +234.3% | +378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling