+1,216.9%
VST vs RGEN
+452.2%
+764.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +8.9% | -4.9% | +13.8% | +9.7% |
| 30D | +6.2% | +5.7% | +0.5% | +5.2% |
| 3M | -2.7% | +32.4% | -35.2% | -7.5% |
| 6M | -8.4% | +33.2% | -41.5% | -13.3% |
| YTD | -7.2% | +2.3% | -9.5% | -8.5% |
| 1Y | -20.9% | +39.0% | -59.9% | -25.8% |
| 3Y | +384.0% | -4.6% | +388.6% | +366.2% |
| 5Y | +757.1% | -42.7% | +799.8% | +747.3% |
| All | +1,216.9% | +452.2% | +764.6% | +873.8% |
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 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