-99.6%
REW vs VT
+217.6%
-317.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +1.0% |
| 7D | +7.0% | -0.1% | +7.1% | +8.2% |
| 30D | +33.3% | -3.1% | +36.4% | +26.6% |
| 3M | +16.7% | -3.5% | +20.2% | +10.5% |
| 6M | -3.6% | +0.5% | -4.1% | +5.8% |
| YTD | -37.4% | +10.8% | -48.2% | -9.2% |
| 1Y | -34.5% | +11.9% | -46.4% | -1.6% |
| 3Y | -79.4% | +73.0% | -152.4% | +9.8% |
| 5Y | -86.1% | +58.6% | -144.8% | -13.1% |
| 10Y | -99.6% | +219.2% | -318.8% | -84.1% |
| All | -99.6% | +217.6% | -317.3% | -84.1% |
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 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