+25.4%
VTEB vs RNG
+273.3%
-248.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -0.9% | -6.1% | +5.2% | -0.9% |
| 30D | -2.5% | +9.6% | -12.1% | -2.6% |
| 3M | -3.0% | +83.3% | -86.3% | -3.4% |
| 6M | -2.1% | +77.9% | -80.1% | -2.6% |
| YTD | -1.5% | +139.9% | -141.4% | -2.2% |
| 1Y | +0.2% | +121.7% | -121.5% | -0.5% |
| 3Y | +8.6% | +121.9% | -113.3% | +7.6% |
| 5Y | +1.2% | -68.4% | +69.6% | +0.6% |
| 10Y | +18.1% | +220.0% | -202.0% | +19.5% |
| All | +25.4% | +273.3% | -248.0% | +28.1% |
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