+409.6%
VUG vs RNG
+223.4%
+186.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | -1.9% | -9.6% | +7.7% | 0.0% |
| 30D | -1.6% | +8.8% | -10.4% | -3.3% |
| 3M | +4.4% | +78.6% | -74.2% | -7.9% |
| 6M | +13.2% | +70.3% | -57.1% | -0.4% |
| YTD | +7.5% | +140.3% | -132.8% | -13.6% |
| 1Y | +12.5% | +126.6% | -114.1% | -8.8% |
| 3Y | +86.0% | +120.2% | -34.3% | +44.9% |
| 5Y | +76.5% | -68.3% | +144.8% | +91.1% |
| All | +409.6% | +223.4% | +186.2% | +243.9% |
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