-99.9%
RENX vs VT
+77.1%
-177.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | -2.2% | +0.4% | -2.7% | -2.7% |
| 30D | -0.5% | +1.0% | -1.5% | -1.6% |
| 3M | +12.0% | +2.4% | +9.6% | +8.9% |
| 6M | -25.2% | +12.0% | -37.2% | -34.5% |
| YTD | -48.4% | +15.3% | -63.8% | -55.7% |
| 1Y | -90.8% | +22.6% | -113.3% | -92.4% |
| All | -99.9% | +77.1% | -177.0% | -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 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