+18.0%
VMC vs RNG
+122.1%
-104.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -5.3% | -4.1% | -1.3% | -5.0% |
| 30D | -12.3% | +8.6% | -20.9% | -13.0% |
| 3M | -10.3% | +78.0% | -88.2% | -15.1% |
| 6M | -8.6% | +67.0% | -75.6% | -13.5% |
| YTD | -11.9% | +142.4% | -154.3% | -21.2% |
| 1Y | -13.9% | +120.4% | -134.4% | -22.2% |
| All | +18.0% | +122.1% | -104.1% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling