+1,636.0%
VSH vs RGEN
+1,576.0%
+60.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | +4.1% | -4.9% | +9.0% | +4.5% |
| 30D | -4.2% | +5.7% | -9.8% | -4.6% |
| 3M | -50.0% | +32.4% | -82.4% | -51.2% |
| 6M | +80.2% | +33.2% | +47.0% | +75.2% |
| YTD | +121.1% | +2.3% | +118.8% | +119.3% |
| 1Y | +112.0% | +39.0% | +73.0% | +105.2% |
| 3Y | +22.5% | -4.6% | +27.2% | +21.3% |
| 5Y | +64.0% | -42.7% | +106.7% | +65.8% |
| 10Y | +170.4% | +433.6% | -263.2% | +135.2% |
| All | +1,636.0% | +1,576.0% | +60.0% | +955.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling