+1,290.9%
VFC vs RGEN
+1,689.4%
-398.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.5% |
| 7D | +7.7% | +3.5% | +4.2% | +7.5% |
| 30D | +39.2% | +2.9% | +36.3% | +39.0% |
| 3M | +40.3% | +9.2% | +31.1% | +39.5% |
| 6M | +11.4% | +44.9% | -33.6% | +9.2% |
| YTD | +17.5% | +9.2% | +8.3% | +16.8% |
| 1Y | +45.9% | +25.3% | +20.6% | +44.1% |
| 3Y | +47.3% | +21.7% | +25.6% | +45.6% |
| 5Y | -67.2% | -34.5% | -32.7% | -67.2% |
| 10Y | -46.1% | +478.9% | -525.0% | -49.6% |
| All | +1,290.9% | +1,689.4% | -398.5% | +1,150.6% |
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