+291.8%
REXR vs VT
+271.4%
+20.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -1.1% | -2.3% | +1.2% | +0.9% |
| 30D | +4.5% | -5.0% | +9.5% | +9.2% |
| 3M | +4.8% | -4.9% | +9.7% | +9.2% |
| 6M | +6.9% | -1.5% | +8.5% | +7.6% |
| YTD | +1.4% | +8.5% | -7.1% | -6.6% |
| 1Y | -3.0% | +11.4% | -14.3% | -12.8% |
| 3Y | -5.4% | +70.1% | -75.5% | -41.6% |
| 5Y | -34.0% | +53.7% | -87.7% | -55.5% |
| 10Y | +140.1% | +220.0% | -79.8% | -8.2% |
| All | +291.8% | +271.4% | +20.4% | +32.2% |
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