+46.3%
VMC vs RNG
-69.9%
+116.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -5.3% | -4.1% | -1.3% | -4.9% |
| 30D | -12.3% | +8.6% | -20.9% | -13.3% |
| 3M | -10.3% | +78.0% | -88.2% | -16.9% |
| 6M | -8.6% | +67.0% | -75.6% | -15.4% |
| YTD | -11.9% | +142.4% | -154.3% | -23.6% |
| 1Y | -13.9% | +120.4% | -134.4% | -24.5% |
| 3Y | +18.2% | +122.1% | -104.0% | +0.5% |
| All | +46.3% | -69.9% | +116.2% | +43.6% |
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 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