+64.8%
REM vs VT
+374.2%
-309.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +1.0% | +1.0% | 0.0% | +0.2% |
| 3M | +2.1% | +2.4% | -0.2% | -0.2% |
| 6M | -0.6% | +12.0% | -12.6% | -10.2% |
| YTD | +1.3% | +15.3% | -14.0% | -10.9% |
| 1Y | +1.8% | +22.6% | -20.8% | -15.2% |
| 3Y | +17.6% | +74.7% | -57.1% | -27.9% |
| 5Y | -9.0% | +66.1% | -75.1% | -41.4% |
| 10Y | +23.5% | +225.0% | -201.5% | -53.3% |
| All | +64.8% | +374.2% | -309.3% | -50.7% |
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