-13.8%
VFC vs RNG
+120.2%
-134.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -3.3% | -9.6% | +6.3% | -2.1% |
| 30D | -14.0% | +8.8% | -22.8% | -15.1% |
| 3M | -22.6% | +78.6% | -101.2% | -28.6% |
| 6M | -24.7% | +70.3% | -95.0% | -30.9% |
| YTD | -29.0% | +140.3% | -169.3% | -39.1% |
| 1Y | -13.8% | +126.6% | -140.4% | -28.3% |
| All | -13.8% | +120.2% | -134.0% | -28.3% |
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