+53.3%
VCIT vs RNG
+327.7%
-274.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | -0.3% | +5.8% | -6.1% | -0.4% |
| 30D | -0.8% | +19.6% | -20.4% | -1.0% |
| 3M | -1.0% | +67.0% | -68.0% | -1.8% |
| 6M | -1.8% | +88.4% | -90.2% | -2.8% |
| YTD | -0.7% | +155.5% | -156.2% | -2.3% |
| 1Y | +1.0% | +141.7% | -140.7% | -0.6% |
| 3Y | +18.8% | +131.1% | -112.2% | +16.7% |
| 5Y | +3.5% | -70.6% | +74.1% | +1.8% |
| 10Y | +29.2% | +228.2% | -199.0% | +29.3% |
| All | +53.3% | +327.7% | -274.4% | +54.3% |
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 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