+55.6%
VFC vs RNG
+179.4%
-123.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.5% |
| 7D | +21.5% | -9.6% | +31.0% | +22.6% |
| 30D | +46.7% | -1.4% | +48.1% | +46.5% |
| 3M | +38.4% | +28.8% | +9.6% | +33.8% |
| 6M | +15.2% | +65.6% | -50.4% | +7.8% |
| YTD | +17.8% | +171.4% | -153.6% | +3.5% |
| 1Y | +55.6% | +185.3% | -129.8% | +27.4% |
| All | +55.6% | +179.4% | -123.9% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling