-52.5%
REMX vs VT
+53.2%
-105.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +4.0% |
| 7D | -4.1% | -4.2% | +0.1% | +2.4% |
| 30D | -20.8% | -5.8% | -15.0% | -13.0% |
| 3M | -30.3% | -5.2% | -25.0% | -24.0% |
| 6M | -51.3% | +0.1% | -51.5% | -50.8% |
| YTD | -31.6% | +8.2% | -39.9% | -37.7% |
| 1Y | -19.3% | +10.1% | -29.5% | -28.4% |
| 3Y | -11.2% | +69.7% | -80.9% | -58.4% |
| 5Y | -52.5% | +53.4% | -105.9% | -72.1% |
| All | -52.5% | +53.2% | -105.7% | -72.1% |
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