+30.6%
VCIT vs RNG
+259.3%
-228.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +0.7% | -6.2% | +7.0% | +0.8% |
| 30D | +1.8% | -8.0% | +9.8% | +1.9% |
| 3M | -1.6% | +15.7% | -17.3% | -1.9% |
| 6M | -2.1% | +60.3% | -62.4% | -3.1% |
| YTD | -1.6% | +153.8% | -155.4% | -3.6% |
| 1Y | -0.8% | +172.2% | -173.0% | -3.0% |
| 3Y | +19.9% | +174.8% | -154.9% | +16.8% |
| 5Y | +3.3% | -68.6% | +71.9% | +1.5% |
| 10Y | +30.6% | +248.2% | -217.5% | +31.3% |
| All | +30.6% | +259.3% | -228.6% | +31.3% |
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