+402.8%
VUG vs RGEN
+415.2%
-12.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.5% | -3.3% | +5.8% | +3.3% |
| 30D | -6.3% | -5.8% | -0.4% | -5.1% |
| 3M | -6.0% | +0.2% | -6.2% | -6.7% |
| 6M | -3.5% | +56.8% | -60.3% | -14.3% |
| YTD | +3.9% | +2.4% | +1.5% | +1.2% |
| 1Y | +5.1% | +11.4% | -6.3% | +0.2% |
| 3Y | +77.9% | +15.2% | +62.7% | +59.7% |
| 5Y | +62.4% | -35.1% | +97.5% | +58.8% |
| All | +402.8% | +415.2% | -12.3% | +199.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling