-34.9%
VST vs RNG
+179.4%
-214.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.2% | -13.6% | -13.8% |
| 7D | -15.7% | -9.6% | -6.2% | -16.1% |
| 30D | -17.0% | -1.4% | -15.6% | -17.0% |
| 3M | -15.9% | +28.8% | -44.6% | -14.4% |
| 6M | -25.0% | +65.6% | -90.6% | -21.8% |
| YTD | -25.1% | +171.4% | -196.5% | -23.5% |
| 1Y | -34.9% | +185.3% | -220.2% | -31.5% |
| All | -34.9% | +179.4% | -214.3% | -31.5% |
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 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