+752.5%
V vs RNG
+327.7%
+424.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.4% |
| 7D | -1.7% | +5.8% | -7.5% | -2.6% |
| 30D | +2.0% | +19.6% | -17.7% | -0.9% |
| 3M | +17.4% | +67.0% | -49.7% | +7.6% |
| 6M | +17.5% | +88.4% | -70.9% | +4.8% |
| YTD | +7.6% | +155.5% | -147.9% | -9.7% |
| 1Y | +7.7% | +141.7% | -134.0% | -9.1% |
| 3Y | +54.7% | +131.1% | -76.4% | +26.6% |
| 5Y | +73.0% | -70.6% | +143.6% | +89.1% |
| 10Y | +390.9% | +228.2% | +162.6% | +215.5% |
| All | +752.5% | +327.7% | +424.8% | +421.4% |
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 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