-100.0%
REW vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.1% | -4.1% | +20.2% | +8.3% |
| 7D | +31.6% | -4.2% | +35.8% | +22.8% |
| 30D | +49.8% | -5.8% | +55.6% | +36.0% |
| 3M | +26.9% | -5.2% | +32.1% | +17.4% |
| 6M | -7.2% | +0.1% | -7.3% | -0.3% |
| YTD | -32.0% | +8.2% | -40.2% | -12.4% |
| 1Y | -29.2% | +10.1% | -39.3% | -4.8% |
| 3Y | -79.5% | +69.7% | -149.2% | -24.7% |
| 5Y | -84.5% | +53.4% | -137.9% | -35.2% |
| 10Y | -99.6% | +219.2% | -318.8% | -91.0% |
| All | -100.0% | +345.0% | -445.0% | -98.1% |
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