-68.7%
VFC vs RGEN
+402.3%
-471.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | -2.3% | -4.6% | +2.2% | -1.1% |
| 30D | -13.4% | +1.2% | -14.5% | -13.8% |
| 3M | -23.7% | +26.8% | -50.5% | -28.7% |
| 6M | -24.5% | +29.1% | -53.5% | -30.0% |
| YTD | -27.8% | +0.7% | -28.6% | -28.8% |
| 1Y | -13.5% | +39.1% | -52.5% | -21.2% |
| 3Y | -27.1% | +2.2% | -29.4% | -30.1% |
| 5Y | -79.0% | -44.0% | -35.0% | -78.6% |
| 10Y | -68.7% | +412.7% | -481.5% | -79.2% |
| All | -68.7% | +402.3% | -471.0% | -79.2% |
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 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