+224.6%
VT vs RNG
+248.5%
-23.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -0.7% | -3.5% | +2.8% | -0.2% |
| 30D | -1.7% | -3.8% | +2.0% | -1.4% |
| 3M | -2.3% | +18.6% | -20.9% | -4.8% |
| 6M | +1.5% | +69.2% | -67.7% | -6.6% |
| YTD | +12.0% | +161.9% | -149.8% | -4.7% |
| 1Y | +12.9% | +176.2% | -163.4% | -4.8% |
| 3Y | +74.9% | +174.5% | -99.6% | +43.1% |
| 5Y | +59.9% | -71.9% | +131.8% | +70.5% |
| 10Y | +224.6% | +235.4% | -10.8% | +134.6% |
| All | +224.6% | +248.5% | -23.9% | +134.6% |
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