+155.2%
VXUS vs RNG
+327.7%
-172.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.9% |
| 7D | +1.0% | +5.8% | -4.8% | +0.4% |
| 30D | +2.2% | +19.6% | -17.4% | +0.2% |
| 3M | +3.0% | +67.0% | -64.1% | -3.3% |
| 6M | +10.7% | +88.4% | -77.7% | +1.8% |
| YTD | +17.8% | +155.5% | -137.6% | +3.5% |
| 1Y | +27.6% | +141.7% | -114.1% | +12.5% |
| 3Y | +73.3% | +131.1% | -57.8% | +49.8% |
| 5Y | +54.3% | -70.6% | +124.9% | +60.5% |
| 10Y | +149.8% | +228.2% | -78.4% | +84.3% |
| All | +155.2% | +327.7% | -172.6% | +81.7% |
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