+52.5%
V vs RGEN
-0.1%
+52.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +1.9% | +2.8% | -0.9% | +1.7% |
| 3M | +15.5% | +34.5% | -18.9% | +13.1% |
| 6M | +16.6% | +40.5% | -23.8% | +13.6% |
| YTD | +5.7% | +2.8% | +2.9% | +5.3% |
| 1Y | +8.6% | +39.6% | -31.1% | +5.5% |
| 3Y | +52.5% | +4.4% | +48.1% | +45.3% |
| All | +52.5% | -0.1% | +52.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling