-28.0%
REM vs VT
+53.2%
-81.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | +2.3% |
| 7D | -0.6% | -4.2% | +3.5% | +3.6% |
| 30D | -1.1% | -5.8% | +4.7% | +4.8% |
| 3M | -16.8% | -5.2% | -11.6% | -12.4% |
| 6M | -19.4% | +0.1% | -19.5% | -20.0% |
| YTD | -16.6% | +8.2% | -24.8% | -23.8% |
| 1Y | -13.7% | +10.1% | -23.8% | -22.6% |
| 3Y | +6.0% | +69.7% | -63.7% | -41.4% |
| 5Y | -28.0% | +53.4% | -81.4% | -56.8% |
| All | -28.0% | +53.2% | -81.2% | -56.8% |
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