+361.1%
VST vs RNG
+130.4%
+230.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +3.8% |
| 7D | +8.9% | +5.8% | +3.1% | +8.4% |
| 30D | +6.2% | +19.6% | -13.4% | +4.7% |
| 3M | -2.7% | +67.0% | -69.7% | -7.3% |
| 6M | -8.4% | +88.4% | -96.7% | -14.7% |
| YTD | -7.2% | +155.5% | -162.7% | -18.6% |
| 1Y | -20.9% | +141.7% | -162.6% | -30.2% |
| All | +361.1% | +130.4% | +230.7% | +285.4% |
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