+66.7%
VSH vs RGEN
-42.7%
+109.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +6.2% | -0.9% | +7.1% | +6.5% |
| 30D | -11.1% | +2.8% | -14.0% | -11.9% |
| 3M | -44.9% | +34.5% | -79.4% | -50.1% |
| 6M | +90.0% | +40.5% | +49.5% | +68.1% |
| YTD | +118.8% | +2.8% | +115.9% | +112.3% |
| 1Y | +109.0% | +39.6% | +69.4% | +84.3% |
| 3Y | +35.6% | +4.4% | +31.2% | +25.3% |
| 5Y | +66.7% | -42.8% | +109.5% | +53.5% |
| All | +66.7% | -42.7% | +109.4% | +53.5% |
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