+598.9%
VUG vs RNG
+309.1%
+289.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.4% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | -1.4% | +11.4% | -12.8% | -3.5% |
| 3M | +2.3% | +72.1% | -69.8% | -8.6% |
| 6M | +15.7% | +67.9% | -52.3% | +2.7% |
| YTD | +8.6% | +144.3% | -135.7% | -12.0% |
| 1Y | +14.1% | +117.5% | -103.5% | -5.8% |
| 3Y | +87.9% | +123.9% | -36.0% | +48.0% |
| 5Y | +76.3% | -70.1% | +146.4% | +89.5% |
| 10Y | +409.7% | +215.9% | +193.8% | +252.3% |
| All | +598.9% | +309.1% | +289.8% | +362.5% |
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 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