+34.0%
VSH vs RNG
+122.1%
-88.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +3.5% | -4.1% | +7.6% | +3.9% |
| 30D | -4.4% | +8.6% | -13.0% | -5.3% |
| 3M | -45.8% | +78.0% | -123.8% | -50.0% |
| 6M | +90.1% | +67.0% | +23.1% | +75.6% |
| YTD | +120.3% | +142.4% | -22.1% | +83.7% |
| 1Y | +112.2% | +120.4% | -8.2% | +80.9% |
| All | +34.0% | +122.1% | -88.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling