+9.4%
VG vs RNG
+121.6%
-112.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.0% |
| 7D | -2.5% | -0.8% | -1.7% | -2.5% |
| 30D | +11.1% | +11.4% | -0.3% | +11.6% |
| 3M | +14.9% | +72.1% | -57.2% | +16.7% |
| 6M | +18.4% | +67.9% | -49.6% | +21.4% |
| YTD | +116.6% | +144.3% | -27.8% | +112.4% |
| 1Y | +9.4% | +117.5% | -108.2% | +7.1% |
| All | +9.4% | +121.6% | -112.2% | +7.1% |
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