-68.6%
RNG vs VEU
+55.0%
-123.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.7% |
| 7D | -6.1% | -1.4% | -4.7% | -4.1% |
| 30D | +9.6% | -0.4% | +10.0% | +10.1% |
| 3M | +83.3% | +2.5% | +80.8% | +73.4% |
| 6M | +77.9% | +11.1% | +66.8% | +42.9% |
| YTD | +139.9% | +16.5% | +123.4% | +76.3% |
| 1Y | +121.7% | +22.9% | +98.7% | +47.6% |
| 3Y | +121.9% | +73.4% | +48.5% | -24.0% |
| All | -68.6% | +55.0% | -123.5% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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