+297.8%
VTI vs RNG
+222.9%
+74.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | -6.1% | +5.2% | 0.0% |
| 30D | -1.4% | +9.6% | -11.1% | -2.9% |
| 3M | +3.6% | +83.3% | -79.7% | -6.2% |
| 6M | +13.6% | +77.9% | -64.3% | +2.3% |
| YTD | +12.9% | +139.9% | -127.0% | -4.4% |
| 1Y | +17.2% | +121.7% | -104.4% | +0.2% |
| 3Y | +75.7% | +121.9% | -46.2% | +45.0% |
| 5Y | +75.4% | -68.4% | +143.8% | +84.6% |
| All | +297.8% | +222.9% | +74.9% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling