+175.8%
VSH vs RNG
+223.4%
-47.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | +3.1% | -9.6% | +12.7% | +4.8% |
| 30D | -5.7% | +8.8% | -14.5% | -7.3% |
| 3M | -42.5% | +78.6% | -121.1% | -49.1% |
| 6M | +82.7% | +70.3% | +12.4% | +61.2% |
| YTD | +118.2% | +140.3% | -22.1% | +75.5% |
| 1Y | +109.7% | +126.6% | -16.9% | +70.5% |
| 3Y | +35.3% | +120.2% | -84.9% | +6.8% |
| 5Y | +65.6% | -68.3% | +133.9% | +75.0% |
| All | +175.8% | +223.4% | -47.6% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling