-18.9%
RGEN vs VSXY
+37.5%
-56.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.3% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -0.3% | -18.7% | +18.4% | +3.5% |
| 3M | +23.9% | -4.0% | +27.9% | +24.2% |
| 6M | +38.5% | +67.5% | -28.9% | +20.4% |
| YTD | +0.8% | +39.7% | -38.8% | -9.5% |
| 1Y | +38.2% | +180.0% | -141.8% | +5.4% |
| 3Y | +1.3% | +337.3% | -336.0% | -36.1% |
| 5Y | -44.0% | +22.7% | -66.7% | -56.3% |
| All | -18.9% | +37.5% | -56.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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