+262.4%
VST vs RNG
+154.7%
+107.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +10.8% |
| 7D | -9.8% | -11.3% | +1.5% | -9.0% |
| 30D | -25.1% | -5.7% | -19.5% | -24.8% |
| 3M | -11.6% | +16.8% | -28.4% | -12.7% |
| 6M | -20.9% | +58.5% | -79.4% | -24.4% |
| YTD | -22.3% | +151.3% | -173.6% | -31.9% |
| 1Y | -32.0% | +169.0% | -201.0% | -41.3% |
| 3Y | +262.4% | +156.9% | +105.5% | +209.5% |
| All | +262.4% | +154.7% | +107.7% | +209.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling