+465.6%
VMC vs RNG
+327.7%
+137.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.4% |
| 7D | -4.3% | +5.8% | -10.1% | -5.1% |
| 30D | -8.2% | +19.6% | -27.9% | -10.4% |
| 3M | -7.0% | +67.0% | -74.1% | -13.6% |
| 6M | -10.8% | +88.4% | -99.1% | -19.1% |
| YTD | -7.4% | +155.5% | -162.9% | -20.4% |
| 1Y | -9.5% | +141.7% | -151.2% | -21.8% |
| 3Y | +20.5% | +131.1% | -110.6% | +1.8% |
| 5Y | +51.6% | -70.6% | +122.1% | +57.8% |
| 10Y | +150.0% | +228.2% | -78.2% | +58.3% |
| All | +465.6% | +327.7% | +137.8% | +240.0% |
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