+1,819.4%
REX vs VT
+346.0%
+1,473.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | +0.4% | -2.3% | +2.7% | +3.0% |
| 30D | -11.1% | -5.0% | -6.2% | -5.9% |
| 3M | -9.0% | -4.9% | -4.2% | -4.1% |
| 6M | -18.0% | -1.5% | -16.5% | -17.5% |
| YTD | +21.8% | +8.5% | +13.4% | +7.4% |
| 1Y | +24.2% | +11.4% | +12.8% | +6.0% |
| 3Y | +106.9% | +70.1% | +36.8% | +3.6% |
| 5Y | +140.5% | +53.7% | +86.7% | +35.6% |
| 10Y | +194.5% | +220.0% | -25.5% | -29.0% |
| All | +1,819.4% | +346.0% | +1,473.4% | +240.3% |
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