+644.6%
VRT vs RNG
+120.7%
+523.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.0% | +4.0% |
| 7D | +13.6% | -0.8% | +14.4% | +13.6% |
| 30D | +6.8% | +11.4% | -4.6% | +5.6% |
| 3M | -3.2% | +72.1% | -75.3% | -8.7% |
| 6M | +20.3% | +67.9% | -47.6% | +12.8% |
| YTD | +79.6% | +144.3% | -64.8% | +52.6% |
| 1Y | +139.0% | +117.5% | +21.5% | +108.5% |
| 3Y | +644.6% | +123.9% | +520.7% | +541.3% |
| All | +644.6% | +120.7% | +523.9% | +541.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling