+428.2%
VTI vs RNG
+305.9%
+122.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -0.4% | -4.1% | +3.7% | +0.2% |
| 30D | -1.6% | +8.6% | -10.2% | -2.9% |
| 3M | +3.6% | +78.0% | -74.4% | -5.6% |
| 6M | +13.0% | +67.0% | -54.0% | +3.0% |
| YTD | +12.7% | +142.4% | -129.7% | -4.3% |
| 1Y | +18.4% | +120.4% | -102.1% | +1.6% |
| 3Y | +76.4% | +122.1% | -45.7% | +46.5% |
| 5Y | +73.7% | -69.8% | +143.5% | +82.5% |
| 10Y | +302.5% | +223.4% | +79.1% | +183.7% |
| All | +428.2% | +305.9% | +122.3% | +259.4% |
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