-17.2%
RGEN vs VSXY
+42.7%
-59.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.2% |
| 7D | -0.9% | -6.8% | +5.9% | +0.3% |
| 30D | +2.8% | -20.4% | +23.2% | +7.1% |
| 3M | +34.5% | +2.9% | +31.6% | +33.0% |
| 6M | +40.5% | +67.9% | -27.5% | +22.2% |
| YTD | +2.8% | +44.9% | -42.0% | -8.3% |
| 1Y | +39.6% | +205.9% | -166.3% | +4.5% |
| 3Y | +4.4% | +373.9% | -369.4% | -35.3% |
| 5Y | -42.8% | +23.5% | -66.2% | -55.6% |
| All | -17.2% | +42.7% | -59.9% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling