+165.8%
VXUS vs RGEN
+3,195.1%
-3,029.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.3% |
| 7D | +0.5% | -2.4% | +2.9% | +0.8% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | -4.6% | +6.6% | -11.3% | -5.6% |
| 6M | -2.6% | +40.9% | -43.6% | -7.2% |
| YTD | +10.4% | +6.2% | +4.2% | +8.5% |
| 1Y | +12.9% | +19.4% | -6.6% | +9.3% |
| 3Y | +68.4% | +17.9% | +50.5% | +59.4% |
| 5Y | +47.7% | -34.0% | +81.7% | +44.7% |
| 10Y | +142.2% | +453.9% | -311.7% | +88.2% |
| All | +165.8% | +3,195.1% | -3,029.2% | +72.2% |
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