+5.2%
VUG vs RNG
+179.4%
-174.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | -3.0% | -9.6% | +6.6% | -2.5% |
| 30D | -6.4% | -1.4% | -5.0% | -6.4% |
| 3M | -3.2% | +28.8% | -32.0% | -4.3% |
| 6M | +3.1% | +65.6% | -62.5% | +0.8% |
| YTD | +6.3% | +171.4% | -165.1% | 0.0% |
| 1Y | +5.2% | +185.3% | -180.1% | -4.2% |
| All | +5.2% | +179.4% | -174.2% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling