+147.3%
VXUS vs RNG
+222.9%
-75.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.4% | -6.1% | +4.7% | -0.8% |
| 30D | -0.5% | +9.6% | -10.1% | -1.5% |
| 3M | +2.6% | +83.3% | -80.8% | -4.6% |
| 6M | +10.9% | +77.9% | -67.1% | +2.7% |
| YTD | +16.1% | +139.9% | -123.8% | +2.8% |
| 1Y | +22.3% | +121.7% | -99.4% | +9.0% |
| 3Y | +72.0% | +121.9% | -49.9% | +49.4% |
| 5Y | +54.1% | -68.4% | +122.5% | +59.0% |
| All | +147.3% | +222.9% | -75.6% | +87.8% |
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 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