+219.2%
VT vs RNG
+247.5%
-28.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.1% | -6.0% | +5.9% | +0.7% |
| 30D | -3.1% | -7.4% | +4.3% | -2.2% |
| 3M | -3.5% | +14.6% | -18.1% | -5.5% |
| 6M | +0.5% | +61.5% | -61.1% | -6.9% |
| YTD | +10.8% | +155.7% | -144.9% | -5.5% |
| 1Y | +11.9% | +172.5% | -160.6% | -5.5% |
| 3Y | +73.0% | +168.0% | -95.0% | +42.0% |
| 5Y | +58.6% | -73.8% | +132.4% | +70.6% |
| 10Y | +219.2% | +240.3% | -21.1% | +132.8% |
| All | +219.2% | +247.5% | -28.3% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling