+67.2%
VSH vs RNG
-69.9%
+137.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +3.5% | -4.1% | +7.6% | +4.1% |
| 30D | -4.4% | +8.6% | -13.0% | -5.8% |
| 3M | -45.8% | +78.0% | -123.8% | -51.4% |
| 6M | +90.1% | +67.0% | +23.1% | +70.7% |
| YTD | +120.3% | +142.4% | -22.1% | +79.9% |
| 1Y | +112.2% | +120.4% | -8.2% | +76.5% |
| 3Y | +36.6% | +122.1% | -85.5% | +9.4% |
| All | +67.2% | -69.9% | +137.0% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling