+861.5%
V vs RNG
+328.0%
+533.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.6% | -6.0% | +6.6% | +1.5% |
| 30D | +9.7% | -7.4% | +17.1% | +10.7% |
| 3M | +17.3% | +14.6% | +2.7% | +14.3% |
| 6M | +33.2% | +61.5% | -28.3% | +21.9% |
| YTD | +21.3% | +155.7% | -134.3% | +1.5% |
| 1Y | +27.3% | +172.5% | -145.1% | +5.3% |
| 3Y | +76.1% | +168.0% | -91.9% | +40.6% |
| 5Y | +103.5% | -73.8% | +177.2% | +127.7% |
| 10Y | +454.5% | +240.3% | +214.2% | +253.6% |
| All | +861.5% | +328.0% | +533.4% | +485.8% |
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