+13.8%
VRT vs RNG
+179.4%
-165.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.7% | -12.9% |
| 7D | -15.4% | -9.6% | -5.8% | -16.4% |
| 30D | -19.0% | -1.4% | -17.6% | -19.0% |
| 3M | -23.8% | +28.8% | -52.6% | -20.7% |
| 6M | -37.9% | +65.6% | -103.5% | -31.3% |
| YTD | +27.0% | +171.4% | -144.4% | +45.2% |
| 1Y | +13.8% | +185.3% | -171.5% | +22.6% |
| All | +13.8% | +179.4% | -165.6% | +22.6% |
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 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