-50.0%
VTRS vs RNG
+222.9%
-272.9%
-82.0%
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 | -2.2% | -6.1% | +3.9% | -1.5% |
| 30D | +3.3% | +9.6% | -6.3% | +2.1% |
| 3M | +2.0% | +83.3% | -81.3% | -5.6% |
| 6M | +19.9% | +77.9% | -58.0% | +10.4% |
| YTD | +35.7% | +139.9% | -104.2% | +18.8% |
| 1Y | +68.1% | +121.7% | -53.6% | +48.2% |
| 3Y | +87.1% | +121.9% | -34.8% | +60.8% |
| 5Y | +47.6% | -68.4% | +116.0% | +50.4% |
| All | -50.0% | +222.9% | -272.9% | -67.5% |
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