+1,164.9%
VST vs RGEN
+415.2%
+749.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | +6.6% | -3.3% | +9.9% | +7.1% |
| 30D | -12.4% | -5.8% | -6.5% | -11.5% |
| 3M | -9.0% | +0.2% | -9.2% | -9.4% |
| 6M | -6.4% | +56.8% | -63.2% | -13.9% |
| YTD | -17.2% | +2.4% | -19.6% | -18.7% |
| 1Y | -22.0% | +11.4% | -33.5% | -24.5% |
| 3Y | +296.7% | +15.2% | +281.5% | +273.0% |
| 5Y | +637.6% | -35.1% | +672.7% | +617.5% |
| All | +1,164.9% | +415.2% | +749.7% | +841.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling