+3,391.7%
RGEN vs VCLT
+103.4%
+3,288.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | +5.7% | -0.9% | +6.5% | +6.1% |
| 3M | +32.4% | -3.2% | +35.7% | +34.4% |
| 6M | +33.2% | -3.8% | +37.0% | +35.7% |
| YTD | +2.3% | -2.0% | +4.3% | +3.4% |
| 1Y | +39.0% | -0.8% | +39.8% | +40.0% |
| 3Y | -4.6% | +12.3% | -16.9% | -7.9% |
| 5Y | -42.7% | -15.4% | -27.3% | -43.1% |
| 10Y | +433.6% | +15.7% | +417.8% | +447.3% |
| All | +3,391.7% | +103.4% | +3,288.3% | +3,956.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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