+221.8%
VT vs RNG
+234.5%
-12.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.4% | +4.6% | -2.3% | +1.8% |
| 30D | -1.5% | +0.4% | -1.9% | -1.7% |
| 3M | -4.1% | +11.4% | -15.5% | -5.7% |
| 6M | +0.6% | +95.7% | -95.1% | -9.2% |
| YTD | +11.0% | +162.9% | -151.9% | -5.6% |
| 1Y | +13.3% | +180.3% | -166.9% | -4.6% |
| 3Y | +73.4% | +188.3% | -115.0% | +40.9% |
| 5Y | +57.4% | -72.5% | +129.9% | +68.3% |
| All | +221.8% | +234.5% | -12.6% | +132.5% |
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