+338.8%
VTV vs RNG
+305.9%
+33.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.7% | -4.1% | +3.4% | -0.3% |
| 30D | -0.5% | +8.6% | -9.1% | -1.3% |
| 3M | +5.3% | +78.0% | -72.7% | -0.9% |
| 6M | +12.9% | +67.0% | -54.2% | +6.2% |
| YTD | +18.5% | +142.4% | -124.0% | +6.4% |
| 1Y | +25.3% | +120.4% | -95.2% | +13.4% |
| 3Y | +68.2% | +122.1% | -53.9% | +48.7% |
| 5Y | +80.6% | -69.8% | +150.5% | +86.6% |
| 10Y | +232.9% | +223.4% | +9.5% | +146.6% |
| All | +338.8% | +305.9% | +33.0% | +216.6% |
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 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