+225.7%
VIK vs RNG
+133.8%
+91.9%
-35.4%
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 | -0.9% | -6.1% | +5.2% | -0.1% |
| 30D | -18.4% | +9.6% | -28.0% | -19.5% |
| 3M | -8.8% | +83.3% | -92.1% | -16.8% |
| 6M | +17.1% | +77.9% | -60.8% | +5.8% |
| YTD | +19.0% | +139.9% | -120.9% | -0.8% |
| 1Y | +30.1% | +121.7% | -91.5% | +10.1% |
| All | +225.7% | +133.8% | +91.9% | +163.8% |
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