+32.1%
VSH vs RNG
+179.0%
-146.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -4.1% |
| 7D | +14.3% | +4.6% | +9.7% | +13.9% |
| 30D | -7.9% | +0.4% | -8.3% | -7.7% |
| 3M | -19.9% | +11.4% | -31.3% | -20.6% |
| 6M | -30.5% | +95.7% | -126.2% | -36.0% |
| YTD | +85.7% | +162.9% | -77.2% | +55.9% |
| 1Y | +98.9% | +180.3% | -81.3% | +64.0% |
| 3Y | +32.1% | +188.3% | -156.3% | +5.6% |
| All | +32.1% | +179.0% | -146.9% | +5.6% |
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 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