+2,723.0%
VRT vs RNG
-3.5%
+2,726.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.2% | +5.1% |
| 7D | +9.1% | +5.8% | +3.3% | +7.8% |
| 30D | +0.9% | +19.6% | -18.7% | -2.9% |
| 3M | -13.4% | +67.0% | -80.4% | -23.6% |
| 6M | +11.7% | +88.4% | -76.7% | -6.0% |
| YTD | +73.2% | +155.5% | -82.3% | +31.5% |
| 1Y | +123.4% | +141.7% | -18.3% | +71.0% |
| 3Y | +606.2% | +131.1% | +475.1% | +422.8% |
| 5Y | +899.9% | -70.6% | +970.5% | +950.2% |
| All | +2,723.0% | -3.5% | +2,726.5% | +2,739.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling