-51.4%
VG vs RGEN
+3.4%
-54.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.3% |
| 7D | -22.0% | -1.9% | -20.1% | -21.8% |
| 30D | -11.6% | +3.7% | -15.4% | -12.1% |
| 3M | -14.9% | +8.8% | -23.7% | -16.3% |
| 6M | -3.5% | +38.0% | -41.5% | -9.6% |
| YTD | +70.0% | +5.9% | +64.1% | +75.3% |
| 1Y | +50.0% | +19.7% | +30.3% | +45.0% |
| All | -51.4% | +3.4% | -54.8% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling