+136.3%
VNQ vs RNG
+301.7%
-165.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.3% | -6.1% | +4.8% | -0.6% |
| 30D | -2.6% | +9.6% | -12.2% | -3.6% |
| 3M | -2.0% | +83.3% | -85.4% | -8.9% |
| 6M | +4.3% | +77.9% | -73.6% | -3.5% |
| YTD | +9.2% | +139.9% | -130.7% | -3.4% |
| 1Y | +5.6% | +121.7% | -116.0% | -6.0% |
| 3Y | +30.8% | +121.9% | -91.0% | +13.6% |
| 5Y | +8.0% | -68.4% | +76.3% | +8.8% |
| 10Y | +63.7% | +220.0% | -156.3% | +29.5% |
| All | +136.3% | +301.7% | -165.4% | +82.5% |
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