+281.4%
RNG vs VYM
+313.0%
-31.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.3% |
| 7D | -9.6% | -1.9% | -7.7% | -7.7% |
| 30D | +8.8% | -2.6% | +11.4% | +12.1% |
| 3M | +78.6% | +3.6% | +75.0% | +72.3% |
| 6M | +70.3% | +8.7% | +61.6% | +55.4% |
| YTD | +140.3% | +14.1% | +126.2% | +108.0% |
| 1Y | +126.6% | +17.8% | +108.8% | +89.4% |
| 3Y | +120.2% | +64.5% | +55.7% | +31.4% |
| 5Y | -68.3% | +77.5% | -145.8% | -81.5% |
| 10Y | +220.6% | +206.1% | +14.5% | +1.8% |
| All | +281.4% | +313.0% | -31.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling