-8.2%
VFC vs RNG
+144.7%
-152.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.2% | +2.9% |
| 7D | -1.6% | +5.8% | -7.4% | -2.4% |
| 30D | -11.6% | +19.6% | -31.2% | -13.8% |
| 3M | -18.1% | +67.0% | -85.1% | -24.0% |
| 6M | -27.4% | +88.4% | -115.7% | -34.5% |
| YTD | -24.8% | +155.5% | -180.3% | -36.2% |
| 1Y | -8.2% | +141.7% | -149.9% | -23.3% |
| All | -8.2% | +144.7% | -152.9% | -23.3% |
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 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