+215.0%
RNG vs VIG
+250.0%
-35.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.1% |
| 7D | -6.1% | -1.1% | -5.0% | -4.7% |
| 30D | +9.6% | -2.7% | +12.4% | +14.0% |
| 3M | +83.3% | +2.5% | +80.8% | +77.9% |
| 6M | +77.9% | +9.2% | +68.7% | +57.9% |
| YTD | +139.9% | +9.8% | +130.1% | +112.0% |
| 1Y | +121.7% | +12.4% | +109.3% | +89.9% |
| 3Y | +121.9% | +55.9% | +66.0% | +25.3% |
| 5Y | -68.4% | +63.9% | -132.3% | -82.3% |
| All | +215.0% | +250.0% | -35.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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