+1,920.8%
REX vs VT
+374.2%
+1,546.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.3% | +0.4% | -0.2% | -0.3% |
| 30D | -6.0% | +1.0% | -7.0% | -7.2% |
| 3M | -9.9% | +2.4% | -12.3% | -12.8% |
| 6M | +10.4% | +12.0% | -1.6% | -5.7% |
| YTD | +28.3% | +15.3% | +12.9% | +5.6% |
| 1Y | +30.4% | +22.6% | +7.8% | -0.4% |
| 3Y | +110.2% | +74.7% | +35.6% | +2.6% |
| 5Y | +208.0% | +66.1% | +141.9% | +58.9% |
| 10Y | +194.4% | +225.0% | -30.6% | -29.8% |
| All | +1,920.8% | +374.2% | +1,546.6% | +234.7% |
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 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