-33.3%
VST vs RNG
+166.8%
-200.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +10.4% |
| 7D | -9.8% | -11.3% | +1.5% | -10.3% |
| 30D | -25.1% | -5.7% | -19.5% | -25.2% |
| 3M | -11.6% | +16.8% | -28.4% | -10.4% |
| 6M | -20.9% | +58.5% | -79.4% | -17.9% |
| YTD | -22.3% | +151.3% | -173.6% | -20.9% |
| All | -33.3% | +166.8% | -200.2% | -29.6% |
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 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