-79.0%
VFC vs RNG
-70.2%
-8.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -2.3% | -4.1% | +1.7% | -1.3% |
| 30D | -13.4% | +8.6% | -22.0% | -15.6% |
| 3M | -23.7% | +78.0% | -101.7% | -36.6% |
| 6M | -24.5% | +67.0% | -91.5% | -37.3% |
| YTD | -27.8% | +142.4% | -170.3% | -48.3% |
| 1Y | -13.5% | +120.4% | -133.9% | -36.3% |
| 3Y | -27.1% | +122.1% | -149.2% | -48.0% |
| 5Y | -79.0% | -69.8% | -9.2% | -81.6% |
| All | -79.0% | -70.2% | -8.8% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling