+574.9%
VUG vs RNG
+343.0%
+231.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +4.4% | +2.3% | +2.1% | +4.0% |
| 30D | -7.3% | -3.4% | -4.0% | -6.9% |
| 3M | -4.2% | +20.9% | -25.1% | -7.9% |
| 6M | -1.6% | +82.2% | -83.8% | -13.6% |
| YTD | +4.9% | +164.6% | -159.7% | -16.5% |
| 1Y | +3.8% | +177.0% | -173.2% | -18.2% |
| 3Y | +79.4% | +177.4% | -98.0% | +35.6% |
| 5Y | +63.9% | -72.3% | +136.2% | +79.7% |
| 10Y | +404.0% | +238.9% | +165.1% | +243.3% |
| All | +574.9% | +343.0% | +231.9% | +339.0% |
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