+137.4%
RNG vs VLTO
+26.2%
+111.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.9% |
| 7D | -0.8% | -1.6% | +0.7% | +0.2% |
| 30D | +11.4% | -2.9% | +14.3% | +13.4% |
| 3M | +72.1% | +12.7% | +59.4% | +61.2% |
| 6M | +67.9% | +1.6% | +66.4% | +66.6% |
| YTD | +144.3% | -4.0% | +148.3% | +149.6% |
| 1Y | +117.5% | -10.2% | +127.7% | +131.1% |
| All | +137.4% | +26.2% | +111.2% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling