+80.5%
VTV vs RGEN
-44.2%
+124.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.1% | -2.9% | +0.9% | -1.7% |
| 30D | -1.3% | -0.1% | -1.3% | -1.4% |
| 3M | +5.6% | +25.9% | -20.3% | +2.5% |
| 6M | +12.4% | +35.2% | -22.8% | +7.8% |
| YTD | +17.6% | +0.5% | +17.1% | +16.7% |
| 1Y | +23.5% | +37.0% | -13.5% | +17.8% |
| 3Y | +67.0% | +2.0% | +65.0% | +60.7% |
| 5Y | +80.5% | -44.2% | +124.7% | +69.8% |
| All | +80.5% | -44.2% | +124.8% | +69.8% |
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 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