-100.0%
REW vs VT
+374.2%
-474.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -1.5% | +0.4% | -1.9% | -0.6% |
| 30D | -1.1% | +1.0% | -2.1% | +1.1% |
| 3M | -0.4% | +2.4% | -2.7% | +8.4% |
| 6M | -49.3% | +12.0% | -61.3% | -32.6% |
| YTD | -47.0% | +15.3% | -62.4% | -24.6% |
| 1Y | -56.4% | +22.6% | -79.0% | -29.0% |
| 3Y | -83.2% | +74.7% | -157.9% | -35.2% |
| 5Y | -89.1% | +66.1% | -155.3% | -48.0% |
| 10Y | -99.7% | +225.0% | -324.7% | -92.7% |
| All | -100.0% | +374.2% | -474.2% | -98.4% |
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