+71.5%
REET vs VT
+238.9%
-167.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.0% | +0.4% | -1.5% | -1.4% |
| 30D | -3.5% | +1.0% | -4.4% | -4.2% |
| 3M | +1.8% | +2.4% | -0.6% | -0.5% |
| 6M | +3.0% | +12.0% | -9.0% | -6.5% |
| YTD | +11.1% | +15.3% | -4.2% | -1.7% |
| 1Y | +12.0% | +22.6% | -10.5% | -5.8% |
| 3Y | +32.9% | +74.7% | -41.7% | -17.2% |
| 5Y | +7.9% | +66.1% | -58.3% | -30.4% |
| 10Y | +44.3% | +225.0% | -180.7% | -45.3% |
| All | +71.5% | +238.9% | -167.4% | -37.3% |
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