+123.4%
VRT vs RNG
+144.7%
-21.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.2% | +3.9% |
| 7D | +9.1% | +5.8% | +3.3% | +9.9% |
| 30D | +0.9% | +19.6% | -18.7% | +3.3% |
| 3M | -13.4% | +67.0% | -80.4% | -5.9% |
| 6M | +11.7% | +88.4% | -76.7% | +23.1% |
| YTD | +73.2% | +155.5% | -82.3% | +92.7% |
| 1Y | +123.4% | +141.7% | -18.3% | +145.8% |
| All | +123.4% | +144.7% | -21.3% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling