+20.0%
VCIT vs RNG
+154.7%
-134.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | +0.1% | -11.3% | +11.4% | +0.2% |
| 30D | +1.9% | -5.7% | +7.6% | +2.0% |
| 3M | -1.4% | +16.8% | -18.2% | -1.7% |
| 6M | -2.1% | +58.5% | -60.6% | -2.8% |
| YTD | -1.6% | +151.3% | -152.9% | -3.2% |
| 1Y | -0.9% | +169.0% | -169.9% | -2.7% |
| 3Y | +20.0% | +156.9% | -136.9% | +17.7% |
| All | +20.0% | +154.7% | -134.7% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling