+51.3%
VFC vs RNG
+180.9%
-129.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.3% |
| 7D | -1.4% | +2.3% | -3.7% | -2.2% |
| 30D | +24.6% | -3.4% | +28.0% | +25.2% |
| 3M | +38.4% | +20.9% | +17.5% | +28.4% |
| 6M | +15.3% | +82.2% | -66.9% | -9.7% |
| YTD | +12.7% | +164.6% | -151.9% | -29.0% |
| 1Y | +32.7% | +177.0% | -144.3% | -18.5% |
| All | +51.3% | +180.9% | -129.6% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling