+1.2%
VTEB vs RGEN
-44.2%
+45.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | -3.0% | +23.9% | -26.9% | -3.3% |
| 6M | -2.1% | +38.5% | -40.7% | -2.6% |
| YTD | -1.5% | +0.8% | -2.3% | -1.6% |
| 1Y | +0.2% | +38.2% | -38.0% | -0.4% |
| 3Y | +8.6% | +1.3% | +7.3% | +8.0% |
| All | +1.2% | -44.2% | +45.4% | +0.4% |
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 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