+99.1%
V vs RGEN
-35.1%
+134.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | +2.2% | -1.9% | +4.1% | +2.4% |
| 30D | +13.6% | +3.7% | +9.8% | +13.0% |
| 3M | +14.3% | +8.8% | +5.5% | +12.8% |
| 6M | +33.1% | +38.0% | -4.9% | +27.1% |
| YTD | +21.2% | +5.9% | +15.4% | +19.3% |
| 1Y | +26.4% | +19.7% | +6.8% | +22.4% |
| 3Y | +77.6% | +20.5% | +57.1% | +65.6% |
| All | +99.1% | -35.1% | +134.2% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling