+953.6%
VRT vs RNG
-70.2%
+1,023.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.4% |
| 7D | +2.4% | -4.1% | +6.5% | +3.3% |
| 30D | -2.7% | +8.6% | -11.3% | -4.9% |
| 3M | -9.2% | +78.0% | -87.1% | -23.3% |
| 6M | -0.5% | +67.0% | -67.5% | -16.4% |
| YTD | +62.3% | +142.4% | -80.1% | +17.1% |
| 1Y | +109.6% | +120.4% | -10.9% | +55.0% |
| 3Y | +573.1% | +122.1% | +450.9% | +363.9% |
| 5Y | +953.6% | -69.8% | +1,023.5% | +1,309.1% |
| All | +953.6% | -70.2% | +1,023.8% | +1,309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling