+173.7%
VEA vs RGEN
+3,977.9%
-3,804.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +1.0% | -4.9% | +5.9% | +1.7% |
| 30D | +1.9% | +5.7% | -3.7% | +1.0% |
| 3M | +3.2% | +32.4% | -29.2% | -1.5% |
| 6M | +10.2% | +33.2% | -23.0% | +4.7% |
| YTD | +18.9% | +2.3% | +16.6% | +17.3% |
| 1Y | +29.3% | +39.0% | -9.7% | +21.4% |
| 3Y | +76.8% | -4.6% | +81.4% | +69.7% |
| 5Y | +61.2% | -42.7% | +103.9% | +61.1% |
| 10Y | +163.3% | +433.6% | -270.3% | +78.8% |
| All | +173.7% | +3,977.9% | -3,804.2% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling