+258.3%
VT vs RNG
+333.2%
-74.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -3.5% |
| 7D | -4.2% | -11.2% | +7.0% | -2.7% |
| 30D | -5.8% | -3.8% | -2.0% | -5.4% |
| 3M | -5.2% | +21.1% | -26.4% | -7.9% |
| 6M | +0.1% | +56.2% | -56.1% | -6.8% |
| YTD | +8.2% | +158.8% | -150.5% | -7.6% |
| 1Y | +10.1% | +173.6% | -163.5% | -6.8% |
| 3Y | +69.7% | +163.9% | -94.2% | +40.1% |
| 5Y | +53.4% | -68.1% | +121.5% | +58.9% |
| 10Y | +219.2% | +272.7% | -53.5% | +125.1% |
| All | +258.3% | +333.2% | -74.9% | +146.1% |
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