+76.0%
VUG vs RNG
-70.2%
+146.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +0.1% | -4.1% | +4.1% | +0.8% |
| 30D | -1.7% | +8.6% | -10.3% | -3.2% |
| 3M | +2.8% | +78.0% | -75.1% | -8.3% |
| 6M | +13.6% | +67.0% | -53.4% | +1.5% |
| YTD | +8.1% | +142.4% | -134.4% | -11.9% |
| 1Y | +13.1% | +120.4% | -107.4% | -6.4% |
| 3Y | +87.0% | +122.1% | -35.2% | +47.6% |
| 5Y | +76.0% | -69.8% | +145.8% | +85.8% |
| All | +76.0% | -70.2% | +146.2% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling