+7.2%
VNQ vs RGEN
-44.2%
+51.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.3% | -1.4% | +0.2% | -1.1% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | -2.0% | +23.9% | -25.9% | -5.7% |
| 6M | +4.3% | +38.5% | -34.2% | -1.9% |
| YTD | +9.2% | +0.8% | +8.4% | +7.9% |
| 1Y | +5.6% | +38.2% | -32.6% | -1.4% |
| 3Y | +30.8% | +1.3% | +29.5% | +24.2% |
| All | +7.2% | -44.2% | +51.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling