-100.0%
RENX vs VT
+71.0%
-170.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.7% |
| 7D | +33.0% | +2.9% | +30.1% | +29.0% |
| 30D | -26.0% | -2.5% | -23.5% | -22.7% |
| 3M | -43.0% | -3.3% | -39.7% | -40.0% |
| 6M | -45.5% | +1.5% | -47.0% | -45.7% |
| YTD | -70.0% | +11.4% | -81.4% | -72.9% |
| 1Y | -95.1% | +11.9% | -107.0% | -95.6% |
| 3Y | -99.6% | +73.9% | -173.5% | -99.6% |
| All | -100.0% | +71.0% | -170.9% | -100.0% |
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 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