+2,486.9%
VRT vs RNG
-9.4%
+2,496.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -8.4% | -6.1% | -2.3% | -7.2% |
| 30D | -10.9% | +9.6% | -20.5% | -12.7% |
| 3M | -13.7% | +83.3% | -97.0% | -25.6% |
| 6M | -4.1% | +77.9% | -82.1% | -18.3% |
| YTD | +58.7% | +139.9% | -81.2% | +22.0% |
| 1Y | +89.6% | +121.7% | -32.0% | +48.1% |
| 3Y | +558.1% | +121.9% | +436.3% | +390.9% |
| 5Y | +953.0% | -68.4% | +1,021.3% | +1,001.7% |
| All | +2,486.9% | -9.4% | +2,496.2% | +2,534.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling