+1,190.7%
VUG vs RGEN
+5,924.9%
-4,734.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.3% |
| 7D | +0.5% | +3.5% | -3.0% | 0.0% |
| 30D | -8.2% | +2.9% | -11.1% | -8.6% |
| 3M | -5.4% | +9.2% | -14.6% | -6.9% |
| 6M | -2.5% | +44.9% | -47.5% | -8.4% |
| YTD | +4.2% | +9.2% | -5.0% | +1.6% |
| 1Y | +5.0% | +25.3% | -20.3% | +0.3% |
| 3Y | +81.7% | +21.7% | +60.0% | +69.7% |
| 5Y | +62.5% | -34.5% | +97.0% | +60.3% |
| 10Y | +396.3% | +478.9% | -82.6% | +273.0% |
| All | +1,190.7% | +5,924.9% | -4,734.3% | +627.1% |
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