+23.9%
REX vs VT
+13.3%
+10.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.2% | -1.6% | +3.8% | +2.2% |
| 30D | -9.3% | -2.5% | -6.8% | -9.2% |
| 3M | -8.8% | -1.3% | -7.5% | -8.8% |
| 6M | -21.3% | +3.1% | -24.4% | -20.9% |
| YTD | +21.7% | +10.9% | +10.8% | +23.6% |
| All | +23.9% | +13.3% | +10.6% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling