+11.9%
VT vs RNG
+177.2%
-165.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +2.9% | +2.3% | +0.6% | +2.8% |
| 30D | -2.5% | -3.4% | +0.9% | -2.4% |
| 3M | -3.3% | +20.9% | -24.2% | -3.7% |
| 6M | +1.5% | +82.2% | -80.7% | +0.2% |
| YTD | +11.4% | +164.6% | -153.3% | +7.3% |
| 1Y | +11.9% | +177.0% | -165.1% | +5.5% |
| All | +11.9% | +177.2% | -165.3% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling