+15.3%
VFC vs RNG
+72.5%
-57.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.0% |
| 7D | -1.4% | +2.3% | -3.7% | -1.5% |
| 30D | +24.6% | -3.4% | +28.0% | +24.4% |
| 3M | +38.4% | +20.9% | +17.5% | +35.5% |
| 6M | +15.3% | +82.2% | -66.9% | +8.8% |
| All | +15.3% | +72.5% | -57.2% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling