-26.4%
VST vs RGEN
+19.7%
-46.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.6% |
| 7D | -6.0% | -2.4% | -3.6% | -5.6% |
| 30D | -18.8% | +0.1% | -18.8% | -18.7% |
| 3M | -8.0% | +6.6% | -14.7% | -10.0% |
| 6M | -10.9% | +40.9% | -51.8% | -18.8% |
| YTD | -18.3% | +6.2% | -24.5% | -19.8% |
| All | -26.4% | +19.7% | -46.1% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling