+213.7%
VT vs RNG
+256.7%
-43.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | -2.3% | -11.3% | +9.0% | -0.8% |
| 30D | -5.0% | -5.7% | +0.7% | -4.4% |
| 3M | -4.9% | +16.8% | -21.7% | -7.1% |
| 6M | -1.5% | +58.5% | -60.0% | -8.6% |
| YTD | +8.5% | +151.3% | -142.8% | -7.2% |
| 1Y | +11.4% | +169.0% | -157.6% | -5.8% |
| 3Y | +70.1% | +156.9% | -86.8% | +40.4% |
| 5Y | +53.7% | -69.0% | +122.7% | +60.9% |
| All | +213.7% | +256.7% | -43.0% | +130.0% |
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