-69.9%
VFC vs RNG
+223.4%
-293.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.3% | -9.6% | +6.3% | -1.2% |
| 30D | -14.0% | +8.8% | -22.8% | -15.8% |
| 3M | -22.6% | +78.6% | -101.2% | -32.7% |
| 6M | -24.7% | +70.3% | -95.0% | -34.9% |
| YTD | -29.0% | +140.3% | -169.3% | -44.4% |
| 1Y | -13.8% | +126.6% | -140.4% | -31.7% |
| 3Y | -28.2% | +120.2% | -148.5% | -43.6% |
| 5Y | -79.0% | -68.3% | -10.7% | -80.5% |
| All | -69.9% | +223.4% | -293.3% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling