-68.6%
RNG vs VYM
+77.5%
-146.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -1.3% |
| 7D | -6.1% | -0.8% | -5.3% | -4.8% |
| 30D | +9.6% | -2.2% | +11.9% | +14.1% |
| 3M | +83.3% | +3.1% | +80.3% | +74.7% |
| 6M | +77.9% | +9.7% | +68.2% | +51.0% |
| YTD | +139.9% | +14.9% | +125.0% | +87.6% |
| 1Y | +121.7% | +17.6% | +104.1% | +66.0% |
| 3Y | +121.9% | +65.3% | +56.6% | -12.6% |
| All | -68.6% | +77.5% | -146.1% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling