+21.0%
VRT vs RGEN
+9.1%
+11.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.4% |
| 7D | +18.6% | -1.2% | +19.8% | +19.0% |
| 30D | -11.7% | -5.1% | -6.6% | -10.1% |
| 3M | -27.3% | +0.5% | -27.8% | -26.9% |
| 6M | -42.9% | +46.6% | -89.5% | -47.3% |
| YTD | +29.5% | +1.6% | +27.9% | +45.7% |
| 1Y | +21.0% | +5.4% | +15.7% | +32.6% |
| All | +21.0% | +9.1% | +11.9% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling