+154.5%
REX vs VT
+59.8%
+94.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.3% |
| 30D | -3.2% | -1.7% | -1.4% | -1.9% |
| 3M | -7.9% | -2.3% | -5.6% | -6.4% |
| 6M | -19.2% | +1.5% | -20.7% | -20.7% |
| YTD | +23.5% | +12.0% | +11.5% | +9.9% |
| 1Y | +18.4% | +12.9% | +5.5% | +4.6% |
| 3Y | +116.6% | +74.9% | +41.6% | +23.3% |
| 5Y | +154.5% | +59.9% | +94.6% | +61.4% |
| All | +154.5% | +59.8% | +94.7% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling