+202.0%
REGL vs VT
+233.2%
-31.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.2% |
| 7D | +4.8% | -0.3% | +5.1% | +5.0% |
| 30D | +7.9% | -1.4% | +9.3% | +9.1% |
| 3M | -0.4% | -1.4% | +0.9% | +0.6% |
| 6M | +7.4% | +5.5% | +2.0% | +2.2% |
| YTD | +14.1% | +12.8% | +1.2% | +2.1% |
| 1Y | +17.9% | +15.4% | +2.5% | +3.5% |
| 3Y | +50.4% | +76.9% | -26.5% | -9.1% |
| 5Y | +47.4% | +60.4% | -13.0% | -3.7% |
| 10Y | +167.1% | +232.8% | -65.7% | -4.8% |
| All | +202.0% | +233.2% | -31.2% | +7.9% |
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