+377.4%
VT vs RGEN
+3,370.0%
-2,992.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.4% | -4.9% | +5.4% | +1.2% |
| 30D | +1.0% | +5.7% | -4.7% | 0.0% |
| 3M | +2.4% | +32.4% | -30.1% | -2.8% |
| 6M | +12.0% | +33.2% | -21.2% | +5.7% |
| YTD | +15.3% | +2.3% | +13.1% | +13.6% |
| 1Y | +22.6% | +39.0% | -16.4% | +14.2% |
| 3Y | +74.7% | -4.6% | +79.3% | +67.0% |
| 5Y | +66.1% | -42.7% | +108.8% | +66.2% |
| 10Y | +225.0% | +433.6% | -208.6% | +114.6% |
| All | +377.4% | +3,370.0% | -2,992.5% | +72.4% |
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