+118.1%
VSH vs RNG
+128.1%
-10.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.1% |
| 7D | +4.8% | -6.1% | +10.9% | +4.2% |
| 30D | -0.7% | +9.6% | -10.3% | +0.2% |
| 3M | -43.1% | +83.3% | -126.4% | -40.6% |
| 6M | +91.8% | +77.9% | +13.8% | +99.9% |
| YTD | +131.6% | +139.9% | -8.3% | +138.1% |
| 1Y | +118.1% | +121.7% | -3.6% | +122.9% |
| All | +118.1% | +128.1% | -10.0% | +122.9% |
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