-61.9%
REI vs VT
+57.0%
-118.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +8.1% | +2.4% | +5.8% | +5.5% |
| 30D | -9.1% | -1.5% | -7.6% | -7.8% |
| 3M | -10.4% | -4.1% | -6.3% | -6.8% |
| 6M | -4.8% | +0.6% | -5.3% | -7.0% |
| YTD | +37.9% | +11.0% | +26.9% | +16.0% |
| 1Y | +20.0% | +13.3% | +6.7% | -2.0% |
| 3Y | -21.1% | +73.4% | -94.4% | -63.4% |
| All | -61.9% | +57.0% | -118.9% | -77.5% |
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 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