-72.3%
RNG vs VT
+58.5%
-130.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.2% |
| 7D | +2.3% | +2.9% | -0.6% | -3.2% |
| 30D | -3.4% | -2.5% | -0.9% | +1.3% |
| 3M | +20.9% | -3.3% | +24.2% | +28.7% |
| 6M | +82.2% | +1.5% | +80.7% | +73.2% |
| YTD | +164.6% | +11.4% | +153.3% | +106.6% |
| 1Y | +177.0% | +11.9% | +165.1% | +113.7% |
| 3Y | +177.4% | +73.9% | +103.5% | -20.5% |
| 5Y | -72.3% | +57.9% | -130.2% | -89.6% |
| All | -72.3% | +58.5% | -130.9% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling