+1,205.2%
VST vs RNG
+259.3%
+946.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.2% |
| 7D | -0.5% | -6.2% | +5.7% | +0.2% |
| 30D | -17.1% | -8.0% | -9.0% | -16.3% |
| 3M | -4.6% | +15.7% | -20.3% | -6.4% |
| 6M | -9.1% | +60.3% | -69.4% | -15.0% |
| YTD | -16.6% | +153.8% | -170.4% | -27.8% |
| 1Y | -29.5% | +172.2% | -201.6% | -39.6% |
| 3Y | +297.5% | +174.8% | +122.7% | +232.6% |
| 5Y | +654.5% | -68.6% | +723.2% | +672.2% |
| 10Y | +1,205.2% | +248.2% | +957.0% | +827.7% |
| All | +1,205.2% | +259.3% | +946.0% | +827.7% |
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