+789.7%
VFC vs RGEN
+1,576.0%
-786.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.4% |
| 7D | -1.6% | -4.9% | +3.3% | -1.4% |
| 30D | -11.6% | +5.7% | -17.3% | -11.9% |
| 3M | -18.1% | +32.4% | -50.5% | -19.2% |
| 6M | -27.4% | +33.2% | -60.5% | -28.4% |
| YTD | -24.8% | +2.3% | -27.1% | -25.0% |
| 1Y | -8.2% | +39.0% | -47.2% | -9.7% |
| 3Y | -29.1% | -4.6% | -24.5% | -29.3% |
| 5Y | -79.2% | -42.7% | -36.5% | -79.0% |
| 10Y | -68.1% | +433.6% | -501.7% | -70.1% |
| All | +789.7% | +1,576.0% | -786.3% | +703.2% |
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