+61.5%
REG vs VT
+214.8%
-153.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +3.0% |
| 7D | +1.7% | -4.2% | +5.9% | +5.6% |
| 30D | +6.8% | -5.8% | +12.6% | +12.6% |
| 3M | -2.6% | -5.2% | +2.7% | +2.0% |
| 6M | -1.4% | +0.1% | -1.5% | -2.7% |
| YTD | +13.8% | +8.2% | +5.5% | +3.5% |
| 1Y | +14.4% | +10.1% | +4.3% | +2.2% |
| 3Y | +37.1% | +69.7% | -32.5% | -22.4% |
| 5Y | +22.9% | +53.4% | -30.4% | -22.7% |
| All | +61.5% | +214.8% | -153.3% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling