-48.6%
VFC vs RGEN
+415.2%
-463.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.0% |
| 7D | +1.6% | -3.3% | +4.9% | +2.5% |
| 30D | +25.5% | -5.8% | +31.3% | +27.3% |
| 3M | +41.3% | +0.2% | +41.1% | +40.1% |
| 6M | +22.2% | +56.8% | -34.6% | +7.0% |
| YTD | +16.4% | +2.4% | +14.0% | +13.7% |
| 1Y | +38.4% | +11.4% | +27.0% | +32.4% |
| 3Y | +56.2% | +15.2% | +41.1% | +46.2% |
| 5Y | -68.2% | -35.1% | -33.1% | -68.5% |
| All | -48.6% | +415.2% | -463.8% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling