+146.5%
RNG vs VLTO
+56.1%
+90.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -6.2% | +2.0% | -8.3% | -7.3% |
| 30D | -8.0% | +21.8% | -29.8% | -18.6% |
| 3M | +15.7% | +20.2% | -4.5% | +3.2% |
| 6M | +60.3% | +36.3% | +24.0% | +33.3% |
| YTD | +153.8% | +18.8% | +135.0% | +127.3% |
| 1Y | +172.2% | +20.4% | +151.8% | +141.0% |
| 3Y | +174.8% | +71.9% | +102.9% | +95.2% |
| All | +146.5% | +56.1% | +90.4% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling