+35.3%
VMC vs RNG
+179.0%
-143.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.3% | +4.6% | -5.9% | -1.6% |
| 30D | +15.5% | +0.4% | +15.0% | +15.2% |
| 3M | +0.6% | +11.4% | -10.8% | -0.6% |
| 6M | +2.1% | +95.7% | -93.6% | -4.4% |
| YTD | -1.6% | +162.9% | -164.5% | -12.3% |
| 1Y | -1.2% | +180.3% | -181.4% | -12.8% |
| 3Y | +35.3% | +188.3% | -153.0% | +22.2% |
| All | +35.3% | +179.0% | -143.7% | +22.2% |
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