+70.1%
REET vs VT
+218.8%
-148.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.0% | -2.3% | +4.3% | +3.8% |
| 30D | +6.1% | -5.0% | +11.1% | +10.3% |
| 3M | -3.2% | -4.9% | +1.6% | +0.5% |
| 6M | -0.7% | -1.5% | +0.8% | -0.1% |
| YTD | +10.3% | +8.5% | +1.8% | +2.3% |
| 1Y | +10.9% | +11.4% | -0.5% | +0.6% |
| 3Y | +40.8% | +70.1% | -29.3% | -10.8% |
| 5Y | +6.6% | +53.7% | -47.1% | -26.9% |
| 10Y | +59.7% | +220.0% | -160.2% | -38.5% |
| All | +70.1% | +218.8% | -148.7% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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