+1,244.6%
VGT vs RNG
+305.9%
+938.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.5% | -4.1% | +5.5% | +2.3% |
| 30D | +0.5% | +8.6% | -8.1% | -1.3% |
| 3M | +5.3% | +78.0% | -72.7% | -8.1% |
| 6M | +32.4% | +67.0% | -34.6% | +15.8% |
| YTD | +28.6% | +142.4% | -113.8% | +1.5% |
| 1Y | +37.6% | +120.4% | -82.8% | +10.5% |
| 3Y | +125.5% | +122.1% | +3.4% | +72.9% |
| 5Y | +135.2% | -69.8% | +205.0% | +156.4% |
| 10Y | +812.9% | +223.4% | +589.5% | +494.5% |
| All | +1,244.6% | +305.9% | +938.7% | +739.9% |
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