+1,357.8%
VSH vs RGEN
+1,577.9%
-220.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.3% |
| 7D | +14.3% | -3.3% | +17.6% | +14.7% |
| 30D | -7.9% | -5.8% | -2.0% | -7.3% |
| 3M | -19.9% | +0.2% | -20.0% | -19.9% |
| 6M | -30.5% | +56.8% | -87.3% | -33.2% |
| YTD | +85.7% | +2.4% | +83.3% | +84.1% |
| 1Y | +98.9% | +11.4% | +87.5% | +96.0% |
| 3Y | +32.1% | +15.2% | +16.9% | +29.2% |
| 5Y | +39.7% | -35.1% | +74.8% | +40.1% |
| 10Y | +117.6% | +419.6% | -302.1% | +89.6% |
| All | +1,357.8% | +1,577.9% | -220.1% | +785.6% |
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 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