+1,202.4%
VUG vs RGEN
+5,712.1%
-4,509.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -1.1% | -3.1% | +2.1% | -0.6% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | -3.7% | +4.8% | -8.5% | -4.7% |
| 6M | -1.6% | +48.9% | -50.6% | -7.9% |
| YTD | +5.1% | +5.3% | -0.2% | +3.1% |
| 1Y | +3.8% | +12.5% | -8.7% | +0.7% |
| 3Y | +79.9% | +17.0% | +62.9% | +68.9% |
| 5Y | +66.4% | -35.4% | +101.7% | +64.5% |
| 10Y | +405.3% | +434.6% | -29.3% | +283.3% |
| All | +1,202.4% | +5,712.1% | -4,509.7% | +637.5% |
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