-74.1%
RNG vs VSXY
+37.5%
-111.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | +9.6% | -18.7% | +28.3% | +14.2% |
| 3M | +83.3% | -4.0% | +87.3% | +82.9% |
| 6M | +77.9% | +67.5% | +10.5% | +46.8% |
| YTD | +139.9% | +39.7% | +100.3% | +107.1% |
| 1Y | +121.7% | +180.0% | -58.3% | +54.2% |
| 3Y | +121.9% | +337.3% | -215.4% | +15.4% |
| 5Y | -68.4% | +22.7% | -91.0% | -75.7% |
| All | -74.1% | +37.5% | -111.7% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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