-42.8%
RGEN vs VO
+43.2%
-86.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.9% |
| 30D | +2.8% | -1.1% | +3.9% | +4.5% |
| 3M | +34.5% | +4.5% | +29.9% | +25.2% |
| 6M | +40.5% | +11.1% | +29.4% | +19.5% |
| YTD | +2.8% | +13.5% | -10.7% | -15.3% |
| 1Y | +39.6% | +14.5% | +25.1% | +13.8% |
| 3Y | +4.4% | +58.1% | -53.7% | -46.8% |
| 5Y | -42.8% | +43.3% | -86.0% | -67.7% |
| All | -42.8% | +43.2% | -86.0% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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