+112.0%
VSH vs RNG
+144.7%
-32.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +4.1% |
| 7D | +4.1% | +5.8% | -1.7% | +4.6% |
| 30D | -4.2% | +19.6% | -23.8% | -2.7% |
| 3M | -50.0% | +67.0% | -117.0% | -47.3% |
| 6M | +80.2% | +88.4% | -8.2% | +88.4% |
| YTD | +121.1% | +155.5% | -34.4% | +127.5% |
| 1Y | +112.0% | +141.7% | -29.7% | +116.1% |
| All | +112.0% | +144.7% | -32.7% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling