-49.4%
REMX vs VT
+398.2%
-447.6%
-90.2%
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 | -2.3% | +0.4% | -2.7% | -2.9% |
| 30D | +4.4% | +1.0% | +3.4% | +3.1% |
| 3M | -22.0% | +2.4% | -24.4% | -23.8% |
| 6M | -22.7% | +12.0% | -34.7% | -32.6% |
| YTD | +2.4% | +15.3% | -13.0% | -13.6% |
| 1Y | +29.6% | +22.6% | +7.0% | +1.2% |
| 3Y | +10.0% | +74.7% | -64.7% | -45.6% |
| 5Y | -25.9% | +66.1% | -92.0% | -59.7% |
| 10Y | +99.5% | +225.0% | -125.5% | -51.8% |
| All | -49.4% | +398.2% | -447.6% | -93.1% |
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 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