+252.3%
RNG vs VT
+215.5%
+36.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.2% |
| 7D | -11.3% | -2.3% | -9.0% | -8.4% |
| 30D | -5.7% | -5.0% | -0.7% | +1.4% |
| 3M | +16.8% | -4.9% | +21.7% | +25.5% |
| 6M | +58.5% | -1.5% | +60.0% | +60.3% |
| YTD | +151.3% | +8.5% | +142.8% | +120.2% |
| 1Y | +169.0% | +11.4% | +157.6% | +126.7% |
| 3Y | +156.9% | +70.1% | +86.8% | +20.2% |
| 5Y | -69.0% | +53.7% | -122.7% | -82.5% |
| All | +252.3% | +215.5% | +36.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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