+140.6%
REX vs VT
+53.4%
+87.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | +0.4% | -2.3% | +2.7% | +2.2% |
| 30D | -11.1% | -5.0% | -6.2% | -7.5% |
| 3M | -9.0% | -4.9% | -4.2% | -5.6% |
| 6M | -18.0% | -1.5% | -16.5% | -17.6% |
| YTD | +21.8% | +8.5% | +13.4% | +11.3% |
| 1Y | +24.2% | +11.4% | +12.8% | +10.6% |
| 3Y | +106.9% | +70.1% | +36.8% | +20.4% |
| All | +140.6% | +53.4% | +87.2% | +57.7% |
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 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