+139.0%
VXUS vs RNG
+343.0%
-204.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +2.3% | +2.3% | 0.0% | +2.1% |
| 30D | -2.2% | -3.4% | +1.2% | -2.0% |
| 3M | -5.4% | +20.9% | -26.3% | -7.6% |
| 6M | -1.2% | +82.2% | -83.4% | -8.6% |
| YTD | +10.4% | +164.6% | -154.3% | -3.6% |
| 1Y | +11.8% | +177.0% | -165.2% | -2.9% |
| 3Y | +68.4% | +177.4% | -109.0% | +42.5% |
| 5Y | +45.9% | -72.3% | +118.2% | +53.2% |
| 10Y | +144.7% | +238.9% | -94.2% | +79.8% |
| All | +139.0% | +343.0% | -204.0% | +69.2% |
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