+287.7%
RNG vs VIG
+339.3%
-51.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.2% |
| 30D | +11.4% | -2.1% | +13.5% | +14.8% |
| 3M | +72.1% | +3.3% | +68.7% | +65.2% |
| 6M | +67.9% | +9.3% | +58.7% | +49.1% |
| YTD | +144.3% | +10.1% | +134.2% | +115.2% |
| 1Y | +117.5% | +14.7% | +102.8% | +81.4% |
| 3Y | +123.9% | +56.9% | +66.9% | +25.8% |
| 5Y | -70.1% | +62.9% | -133.0% | -83.0% |
| 10Y | +215.9% | +241.3% | -25.4% | -28.4% |
| All | +287.7% | +339.3% | -51.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling