+109.6%
VRT vs RGEN
+37.5%
+72.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.5% | -9.2% |
| 7D | +2.4% | -4.6% | +7.0% | +3.5% |
| 30D | -2.7% | +1.2% | -3.8% | -3.0% |
| 3M | -9.2% | +26.8% | -36.0% | -14.6% |
| 6M | -0.5% | +29.1% | -29.6% | -7.3% |
| YTD | +62.3% | +0.7% | +61.6% | +70.8% |
| 1Y | +109.6% | +39.1% | +70.5% | +83.9% |
| All | +109.6% | +37.5% | +72.1% | +83.9% |
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