+1,474.1%
VTR vs RGEN
+13,382.4%
-11,908.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -3.7% | +2.8% | -6.6% | -3.9% |
| 3M | +13.5% | +34.5% | -20.9% | +11.3% |
| 6M | +7.2% | +40.5% | -33.3% | +4.6% |
| YTD | +17.6% | +2.8% | +14.7% | +16.8% |
| 1Y | +35.4% | +39.6% | -4.2% | +31.8% |
| 3Y | +132.8% | +4.4% | +128.4% | +127.5% |
| 5Y | +88.7% | -42.8% | +131.4% | +88.2% |
| 10Y | +87.6% | +406.7% | -319.1% | +62.9% |
| All | +1,474.1% | +13,382.4% | -11,908.3% | +1,013.2% |
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