+3.8%
VCIT vs RNG
-70.5%
+74.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.1% |
| 7D | -0.3% | +5.8% | -6.1% | -0.5% |
| 30D | -0.8% | +19.6% | -20.4% | -1.2% |
| 3M | -1.0% | +67.0% | -68.0% | -2.4% |
| 6M | -1.8% | +88.4% | -90.2% | -3.7% |
| YTD | -0.7% | +155.5% | -156.2% | -3.6% |
| 1Y | +1.0% | +141.7% | -140.7% | -1.9% |
| 3Y | +18.8% | +131.1% | -112.2% | +14.8% |
| All | +3.8% | -70.5% | +74.4% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling