+682.7%
VRT vs RNG
-71.9%
+754.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | +18.6% | +2.3% | +16.4% | +18.0% |
| 30D | -11.7% | -3.4% | -8.3% | -10.8% |
| 3M | -27.3% | +20.9% | -48.2% | -31.0% |
| 6M | -42.9% | +82.2% | -125.1% | -52.6% |
| YTD | +29.5% | +164.6% | -135.1% | -9.9% |
| 1Y | +21.0% | +177.0% | -156.0% | -17.3% |
| 3Y | +403.1% | +177.4% | +225.7% | +216.4% |
| All | +682.7% | -71.9% | +754.5% | +1,256.4% |
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