+42.8%
VSH vs RGEN
-35.9%
+78.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.2% |
| 7D | -1.6% | -2.4% | +0.8% | -0.6% |
| 30D | -21.3% | +0.1% | -21.4% | -21.0% |
| 3M | -18.9% | +6.6% | -25.5% | -20.7% |
| 6M | -21.4% | +40.9% | -62.3% | -30.3% |
| YTD | +86.8% | +6.2% | +80.7% | +79.1% |
| 1Y | +85.8% | +19.4% | +66.3% | +71.6% |
| 3Y | +30.1% | +17.9% | +12.2% | +16.9% |
| 5Y | +42.8% | -34.0% | +76.8% | +27.1% |
| All | +42.8% | -35.9% | +78.7% | +27.1% |
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