+116.9%
VTR vs RNG
+305.9%
-188.9%
-76.9%
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% | -0.5% |
| 7D | -2.9% | -4.1% | +1.1% | -2.6% |
| 30D | -2.8% | +8.6% | -11.4% | -3.5% |
| 3M | +9.0% | +78.0% | -69.0% | +3.9% |
| 6M | +5.0% | +67.0% | -62.1% | 0.0% |
| YTD | +16.9% | +142.4% | -125.5% | +7.2% |
| 1Y | +34.3% | +120.4% | -86.2% | +23.8% |
| 3Y | +131.6% | +122.1% | +9.4% | +108.8% |
| 5Y | +88.0% | -69.8% | +157.8% | +90.4% |
| 10Y | +97.8% | +223.4% | -125.6% | +68.7% |
| All | +116.9% | +305.9% | -188.9% | +84.0% |
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