+407.7%
RGEN vs VIG
+262.6%
+145.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.3% | +3.5% | -6.8% | -7.2% |
| 30D | -5.8% | +4.9% | -10.8% | -11.1% |
| 3M | +0.2% | +2.5% | -2.3% | -2.8% |
| 6M | +56.8% | +11.0% | +45.7% | +38.2% |
| YTD | +2.4% | +16.0% | -13.6% | -14.1% |
| 1Y | +11.4% | +17.5% | -6.1% | -7.9% |
| 3Y | +15.2% | +67.0% | -51.8% | -34.7% |
| 5Y | -35.1% | +64.8% | -99.9% | -62.1% |
| All | +407.7% | +262.6% | +145.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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