+397.6%
VRT vs RNG
+180.9%
+216.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.4% |
| 7D | +18.6% | +2.3% | +16.4% | +18.4% |
| 30D | -11.7% | -3.4% | -8.3% | -11.3% |
| 3M | -27.3% | +20.9% | -48.2% | -28.2% |
| 6M | -42.9% | +82.2% | -125.1% | -45.6% |
| YTD | +29.5% | +164.6% | -135.1% | +12.3% |
| 1Y | +21.0% | +177.0% | -156.0% | +3.6% |
| All | +397.6% | +180.9% | +216.8% | +308.9% |
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