+185.3%
RNG vs VYM
+21.8%
+163.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.1% |
| 7D | -9.6% | +1.2% | -10.7% | -10.3% |
| 30D | -1.4% | +5.2% | -6.6% | -5.4% |
| 3M | +28.8% | +0.5% | +28.2% | +28.7% |
| 6M | +65.6% | +7.7% | +57.9% | +58.3% |
| YTD | +171.4% | +17.2% | +154.2% | +144.9% |
| 1Y | +185.3% | +21.7% | +163.7% | +147.6% |
| All | +185.3% | +21.8% | +163.5% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling