+148.4%
RNG vs VLTO
+56.3%
+92.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -6.0% | +1.6% | -7.6% | -6.8% |
| 30D | -7.4% | +22.0% | -29.3% | -18.0% |
| 3M | +14.6% | +21.9% | -7.3% | +1.4% |
| 6M | +61.5% | +36.5% | +25.0% | +34.2% |
| YTD | +155.7% | +19.0% | +136.7% | +128.8% |
| 1Y | +172.5% | +21.0% | +151.5% | +140.6% |
| 3Y | +168.0% | +69.9% | +98.1% | +92.3% |
| All | +148.4% | +56.3% | +92.0% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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