-39.3%
VG vs RNG
+112.8%
-152.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.1% |
| 7D | +1.7% | +5.8% | -4.1% | +1.3% |
| 30D | +16.0% | +19.6% | -3.6% | +14.4% |
| 3M | +9.7% | +67.0% | -57.3% | +4.8% |
| 6M | +29.6% | +88.4% | -58.8% | +20.6% |
| YTD | +112.0% | +155.5% | -43.5% | +80.6% |
| 1Y | +12.8% | +141.7% | -128.9% | -2.6% |
| All | -39.3% | +112.8% | -152.1% | -52.4% |
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