+192.7%
VSH vs RNG
+222.9%
-30.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +4.8% | -6.1% | +10.9% | +5.8% |
| 30D | -0.7% | +9.6% | -10.3% | -2.5% |
| 3M | -43.1% | +83.3% | -126.4% | -49.9% |
| 6M | +91.8% | +77.9% | +13.8% | +67.8% |
| YTD | +131.6% | +139.9% | -8.3% | +86.3% |
| 1Y | +118.1% | +121.7% | -3.6% | +78.1% |
| 3Y | +40.9% | +121.9% | -81.0% | +11.1% |
| 5Y | +75.8% | -68.4% | +144.1% | +85.8% |
| All | +192.7% | +222.9% | -30.1% | +51.6% |
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