-35.8%
RGEN vs VEU
+47.6%
-83.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -3.3% | +2.1% | -5.4% | -5.9% |
| 30D | -5.8% | -0.9% | -4.9% | -4.5% |
| 3M | +0.2% | -5.4% | +5.6% | +8.0% |
| 6M | +56.8% | -1.8% | +58.6% | +59.1% |
| YTD | +2.4% | +10.9% | -8.5% | -13.3% |
| 1Y | +11.4% | +13.6% | -2.1% | -8.8% |
| 3Y | +15.2% | +69.3% | -54.1% | -46.1% |
| All | -35.8% | +47.6% | -83.4% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling