+96.3%
VTR vs RNG
+222.9%
-126.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.3% | -6.1% | +5.8% | +0.2% |
| 30D | +1.1% | +9.6% | -8.5% | +0.3% |
| 3M | +7.9% | +83.3% | -75.4% | +2.3% |
| 6M | +6.2% | +77.9% | -71.8% | +0.2% |
| YTD | +17.7% | +139.9% | -122.2% | +7.3% |
| 1Y | +32.9% | +121.7% | -88.8% | +21.7% |
| 3Y | +129.7% | +121.9% | +7.8% | +105.3% |
| 5Y | +89.3% | -68.4% | +157.7% | +92.7% |
| All | +96.3% | +222.9% | -126.5% | +58.6% |
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