+281.8%
VT vs RNG
+327.7%
-45.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.5% |
| 7D | +0.4% | +5.8% | -5.3% | -0.3% |
| 30D | +1.0% | +19.6% | -18.6% | -1.4% |
| 3M | +2.4% | +67.0% | -64.6% | -5.0% |
| 6M | +12.0% | +88.4% | -76.4% | +1.4% |
| YTD | +15.3% | +155.5% | -140.1% | -1.1% |
| 1Y | +22.6% | +141.7% | -119.1% | +5.6% |
| 3Y | +74.7% | +131.1% | -56.4% | +47.0% |
| 5Y | +66.1% | -70.6% | +136.7% | +74.2% |
| 10Y | +225.0% | +228.2% | -3.2% | +133.2% |
| All | +281.8% | +327.7% | -45.9% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling