+480.2%
V vs RNG
+225.3%
+254.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +0.8% | -6.0% | +6.8% | +1.7% |
| 30D | +9.9% | -7.4% | +17.3% | +10.9% |
| 3M | +17.5% | +14.6% | +2.9% | +14.6% |
| 6M | +33.5% | +61.5% | -28.1% | +22.2% |
| YTD | +21.6% | +155.7% | -134.1% | +1.8% |
| 1Y | +27.6% | +172.5% | -144.9% | +5.7% |
| 3Y | +76.4% | +168.0% | -91.6% | +40.9% |
| 5Y | +103.8% | -73.8% | +177.6% | +132.8% |
| All | +480.2% | +225.3% | +254.9% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling