+143.6%
VMC vs RGEN
+414.1%
-270.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.7% | -2.9% | -0.8% | -3.3% |
| 30D | -12.8% | -0.1% | -12.7% | -12.8% |
| 3M | -7.9% | +25.9% | -33.9% | -11.2% |
| 6M | -7.5% | +35.2% | -42.7% | -12.1% |
| YTD | -11.6% | +0.5% | -12.1% | -12.4% |
| 1Y | -14.3% | +37.0% | -51.2% | -19.0% |
| 3Y | +18.5% | +2.0% | +16.5% | +13.4% |
| 5Y | +46.8% | -44.2% | +90.9% | +45.3% |
| All | +143.6% | +414.1% | -270.5% | +49.5% |
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