+3,456.9%
VMC vs RGEN
+1,565.2%
+1,891.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | -1.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +15.3% | -5.1% | +20.3% | +15.5% |
| 3M | +0.3% | +0.5% | -0.2% | +0.2% |
| 6M | +0.9% | +46.6% | -45.7% | -1.0% |
| YTD | -1.0% | +1.6% | -2.6% | -1.4% |
| 1Y | -4.3% | +5.4% | -9.7% | -4.9% |
| 3Y | +35.3% | +12.8% | +22.5% | +33.2% |
| 5Y | +44.4% | -35.6% | +80.0% | +44.0% |
| 10Y | +128.0% | +415.7% | -287.7% | +108.1% |
| All | +3,456.9% | +1,565.2% | +1,891.7% | +2,630.7% |
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