+62.5%
VUG vs RGEN
-34.8%
+97.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.1% |
| 7D | +0.5% | +3.5% | -3.0% | -0.2% |
| 30D | -8.2% | +2.9% | -11.1% | -8.8% |
| 3M | -5.4% | +9.2% | -14.6% | -7.7% |
| 6M | -2.5% | +44.9% | -47.5% | -11.3% |
| YTD | +4.2% | +9.2% | -5.0% | +0.4% |
| 1Y | +5.0% | +25.3% | -20.3% | -2.0% |
| 3Y | +81.7% | +21.7% | +60.0% | +62.3% |
| 5Y | +62.5% | -34.5% | +97.0% | +51.8% |
| All | +62.5% | -34.8% | +97.4% | +51.8% |
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