-71.5%
REI vs VT
+53.4%
-124.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -22.4% | -2.3% | -20.1% | -20.4% |
| 30D | -16.5% | -5.0% | -11.6% | -12.1% |
| 3M | -13.3% | -4.9% | -8.4% | -9.0% |
| 6M | -38.3% | -1.5% | -36.8% | -38.6% |
| YTD | +27.6% | +8.5% | +19.1% | +9.9% |
| 1Y | +16.8% | +11.4% | +5.5% | -3.0% |
| 3Y | -28.8% | +70.1% | -98.9% | -66.4% |
| All | -71.5% | +53.4% | -124.9% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling