+1,855.0%
VRT vs RGEN
+278.2%
+1,576.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.3% |
| 7D | -17.7% | -2.4% | -15.3% | -16.8% |
| 30D | -20.0% | +0.1% | -20.1% | -19.7% |
| 3M | -28.1% | +6.6% | -34.7% | -29.7% |
| 6M | -42.8% | +40.9% | -83.8% | -49.7% |
| YTD | +20.0% | +6.2% | +13.8% | +15.1% |
| 1Y | +3.5% | +19.4% | -15.9% | -4.4% |
| 3Y | +366.1% | +17.9% | +348.2% | +311.9% |
| 5Y | +632.2% | -34.0% | +666.2% | +607.6% |
| All | +1,855.0% | +278.2% | +1,576.7% | +1,602.7% |
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 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