-60.1%
VFC vs RNG
+309.1%
-369.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.0% |
| 7D | +0.8% | -0.8% | +1.7% | +0.9% |
| 30D | -11.9% | +11.4% | -23.3% | -14.0% |
| 3M | -20.2% | +72.1% | -92.2% | -29.5% |
| 6M | -23.0% | +67.9% | -90.9% | -32.5% |
| YTD | -26.2% | +144.3% | -170.6% | -41.4% |
| 1Y | -13.3% | +117.5% | -130.9% | -29.5% |
| 3Y | -25.5% | +123.9% | -149.4% | -40.5% |
| 5Y | -78.1% | -70.1% | -8.0% | -79.0% |
| 10Y | -68.8% | +215.9% | -284.7% | -79.6% |
| All | -60.1% | +309.1% | -369.2% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling