-69.4%
RNG vs VT
+66.2%
-135.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +5.8% | +0.4% | +5.3% | +4.9% |
| 30D | +19.6% | +1.0% | +18.6% | +17.5% |
| 3M | +67.0% | +2.4% | +64.6% | +57.7% |
| 6M | +88.4% | +12.0% | +76.4% | +46.5% |
| YTD | +155.5% | +15.3% | +140.1% | +87.9% |
| 1Y | +141.7% | +22.6% | +119.1% | +56.7% |
| 3Y | +131.1% | +74.7% | +56.4% | -31.0% |
| All | -69.4% | +66.2% | -135.6% | -90.0% |
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