+296.7%
VST vs RNG
+179.0%
+117.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +6.6% | +4.6% | +2.0% | +6.2% |
| 30D | -12.4% | +0.4% | -12.8% | -12.4% |
| 3M | -9.0% | +11.4% | -20.4% | -9.8% |
| 6M | -6.4% | +95.7% | -102.1% | -12.9% |
| YTD | -17.2% | +162.9% | -180.1% | -27.7% |
| 1Y | -22.0% | +180.3% | -202.3% | -32.9% |
| 3Y | +296.7% | +188.3% | +108.3% | +237.1% |
| All | +296.7% | +179.0% | +117.6% | +237.1% |
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