+67.7%
V vs RNG
-70.2%
+137.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -2.9% | -4.1% | +1.1% | -2.5% |
| 30D | +1.9% | +8.6% | -6.8% | +0.8% |
| 3M | +13.2% | +78.0% | -64.7% | +4.9% |
| 6M | +16.7% | +67.0% | -50.3% | +8.3% |
| YTD | +5.4% | +142.4% | -137.0% | -7.7% |
| 1Y | +7.7% | +120.4% | -112.8% | -4.8% |
| 3Y | +52.0% | +122.1% | -70.1% | +30.2% |
| 5Y | +67.7% | -69.8% | +137.6% | +80.4% |
| All | +67.7% | -70.2% | +137.9% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling