+59.9%
VEA vs RNG
-68.4%
+128.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -1.5% | -6.1% | +4.6% | -0.9% |
| 30D | -0.8% | +9.6% | -10.4% | -1.8% |
| 3M | +2.5% | +83.3% | -80.9% | -4.2% |
| 6M | +11.1% | +77.9% | -66.8% | +3.5% |
| YTD | +17.2% | +139.9% | -122.8% | +4.3% |
| 1Y | +24.5% | +121.7% | -97.1% | +11.6% |
| 3Y | +75.4% | +121.9% | -46.4% | +53.0% |
| All | +59.9% | -68.4% | +128.2% | +56.6% |
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