-99.9%
RENX vs VT
+76.2%
-176.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.1% |
| 7D | -13.1% | +1.0% | -14.1% | -14.0% |
| 30D | -8.2% | -0.2% | -8.0% | -8.0% |
| 3M | +7.2% | +4.5% | +2.6% | +1.9% |
| 6M | -24.8% | +14.1% | -38.8% | -35.3% |
| YTD | -52.9% | +14.8% | -67.7% | -59.3% |
| 1Y | -93.6% | +21.2% | -114.8% | -94.7% |
| All | -99.9% | +76.2% | -176.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling