+162.5%
REG vs VT
+374.2%
-211.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -0.3% | +0.4% | -0.8% | -0.9% |
| 30D | -4.8% | +1.0% | -5.8% | -5.9% |
| 3M | -0.9% | +2.4% | -3.3% | -4.3% |
| 6M | -3.6% | +12.0% | -15.6% | -16.3% |
| YTD | +11.1% | +15.3% | -4.2% | -6.9% |
| 1Y | +6.5% | +22.6% | -16.1% | -17.0% |
| 3Y | +36.1% | +74.7% | -38.6% | -30.7% |
| 5Y | +32.7% | +66.1% | -33.5% | -28.9% |
| 10Y | +36.3% | +225.0% | -188.7% | -67.3% |
| All | +162.5% | +374.2% | -211.7% | -59.0% |
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