+1,234.3%
VFC vs RGEN
+1,565.2%
-330.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.6% | -2.8% |
| 7D | -1.4% | -1.2% | -0.3% | -1.4% |
| 30D | +24.6% | -5.1% | +29.7% | +24.9% |
| 3M | +38.4% | +0.5% | +37.9% | +38.3% |
| 6M | +15.3% | +46.6% | -31.3% | +13.0% |
| YTD | +12.7% | +1.6% | +11.1% | +12.4% |
| 1Y | +32.7% | +5.4% | +27.3% | +32.1% |
| 3Y | +43.7% | +12.8% | +30.8% | +42.5% |
| 5Y | -69.2% | -35.6% | -33.6% | -69.1% |
| 10Y | -50.0% | +415.7% | -465.7% | -53.1% |
| All | +1,234.3% | +1,565.2% | -330.9% | +1,103.9% |
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 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