+73.0%
VT vs RNG
+178.5%
-105.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.1% | -6.0% | +5.9% | +0.4% |
| 30D | -3.1% | -7.4% | +4.3% | -2.5% |
| 3M | -3.5% | +14.6% | -18.1% | -4.8% |
| 6M | +0.5% | +61.5% | -61.1% | -4.2% |
| YTD | +10.8% | +155.7% | -144.9% | -1.0% |
| 1Y | +11.9% | +172.5% | -160.6% | -1.0% |
| 3Y | +73.0% | +168.0% | -95.0% | +50.9% |
| All | +73.0% | +178.5% | -105.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling