+137.9%
VGT vs RNG
-68.4%
+206.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.2% | -6.1% | +5.9% | +1.0% |
| 30D | -0.4% | +9.6% | -10.0% | -2.3% |
| 3M | +4.4% | +83.3% | -78.9% | -8.3% |
| 6M | +32.1% | +77.9% | -45.9% | +15.3% |
| YTD | +28.8% | +139.9% | -111.1% | +3.4% |
| 1Y | +35.3% | +121.7% | -86.3% | +10.1% |
| 3Y | +124.8% | +121.9% | +2.9% | +74.6% |
| All | +137.9% | -68.4% | +206.3% | +145.3% |
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