+857.1%
V vs RNG
+343.0%
+514.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.2% |
| 7D | -0.4% | +2.3% | -2.6% | -0.7% |
| 30D | +6.3% | -3.4% | +9.7% | +6.6% |
| 3M | +17.2% | +20.9% | -3.7% | +13.3% |
| 6M | +29.2% | +82.2% | -53.0% | +16.1% |
| YTD | +20.8% | +164.6% | -143.8% | +0.5% |
| 1Y | +25.0% | +177.0% | -152.0% | +3.1% |
| 3Y | +75.3% | +177.4% | -102.1% | +39.2% |
| 5Y | +105.8% | -72.3% | +178.2% | +128.4% |
| 10Y | +451.9% | +238.9% | +213.0% | +252.3% |
| All | +857.1% | +343.0% | +514.1% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling