+588.9%
VST vs RNG
-69.1%
+658.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.4% | +10.8% |
| 7D | -9.8% | -11.3% | +1.5% | -8.8% |
| 30D | -25.1% | -5.7% | -19.5% | -24.7% |
| 3M | -11.6% | +16.8% | -28.4% | -13.1% |
| 6M | -20.9% | +58.5% | -79.4% | -25.5% |
| YTD | -22.3% | +151.3% | -173.6% | -32.1% |
| 1Y | -32.0% | +169.0% | -201.0% | -41.2% |
| 3Y | +262.4% | +156.9% | +105.5% | +208.0% |
| All | +588.9% | -69.1% | +658.0% | +545.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling