+53.4%
VT vs RGEN
-35.1%
+88.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | -0.2% |
| 7D | -2.3% | -1.9% | -0.4% | -2.0% |
| 30D | -5.0% | +3.7% | -8.7% | -5.6% |
| 3M | -4.9% | +8.8% | -13.7% | -6.6% |
| 6M | -1.5% | +38.0% | -39.5% | -7.5% |
| YTD | +8.5% | +5.9% | +2.6% | +6.0% |
| 1Y | +11.4% | +19.7% | -8.3% | +6.5% |
| 3Y | +70.1% | +20.5% | +49.6% | +56.7% |
| All | +53.4% | -35.1% | +88.5% | +41.5% |
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