-66.2%
REMX vs VT
+367.5%
-433.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.2% |
| 7D | -4.1% | -4.2% | +0.1% | +1.6% |
| 30D | -20.8% | -5.8% | -15.0% | -14.0% |
| 3M | -30.3% | -5.2% | -25.0% | -24.8% |
| 6M | -51.3% | +0.1% | -51.5% | -50.8% |
| YTD | -31.6% | +8.2% | -39.9% | -37.0% |
| 1Y | -19.3% | +10.1% | -29.5% | -27.3% |
| 3Y | -11.2% | +69.7% | -80.9% | -54.3% |
| 5Y | -52.5% | +53.4% | -105.9% | -71.3% |
| 10Y | +43.8% | +219.2% | -175.5% | -64.2% |
| All | -66.2% | +367.5% | -433.7% | -95.0% |
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