+641.9%
VST vs RGEN
-35.5%
+677.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +10.9% | -3.1% | +14.1% | +11.7% |
| 30D | -15.6% | +0.1% | -15.7% | -15.6% |
| 3M | -7.8% | +4.8% | -12.5% | -9.1% |
| 6M | -12.0% | +48.9% | -60.9% | -19.7% |
| YTD | -16.9% | +5.3% | -22.3% | -19.2% |
| 1Y | -25.1% | +12.5% | -37.6% | -28.1% |
| 3Y | +297.1% | +17.0% | +280.1% | +266.7% |
| 5Y | +641.9% | -35.4% | +677.3% | +582.3% |
| All | +641.9% | -35.5% | +677.4% | +582.3% |
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