+1,238.2%
VST vs RNG
+190.8%
+1,047.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.1% |
| 7D | +9.9% | -0.8% | +10.7% | +9.9% |
| 30D | +7.9% | +11.4% | -3.5% | +6.5% |
| 3M | +3.4% | +72.1% | -68.7% | -3.9% |
| 6M | -4.1% | +67.9% | -72.0% | -11.3% |
| YTD | -5.7% | +144.3% | -150.0% | -17.9% |
| 1Y | -18.9% | +117.5% | -136.4% | -28.5% |
| 3Y | +359.1% | +123.9% | +235.2% | +293.1% |
| 5Y | +766.9% | -70.1% | +837.0% | +792.2% |
| All | +1,238.2% | +190.8% | +1,047.4% | +831.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling