+754.3%
VLO vs RGEN
+450.6%
+303.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -0.4% | -3.1% | +2.7% | -0.2% |
| 30D | -16.6% | +0.1% | -16.6% | -16.6% |
| 3M | +12.3% | +4.8% | +7.5% | +11.4% |
| 6M | +47.8% | +48.9% | -1.1% | +41.3% |
| YTD | +126.7% | +5.3% | +121.4% | +123.7% |
| 1Y | +105.4% | +12.5% | +92.9% | +101.1% |
| 3Y | +222.0% | +17.0% | +205.0% | +207.8% |
| 5Y | +449.8% | -35.4% | +485.2% | +438.0% |
| 10Y | +754.3% | +434.6% | +319.7% | +463.0% |
| All | +754.3% | +450.6% | +303.7% | +463.0% |
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