0.0%
REYN vs VT
+53.2%
-53.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.1% |
| 7D | +3.9% | -4.2% | +8.1% | +5.4% |
| 30D | +9.9% | -5.8% | +15.7% | +12.0% |
| 3M | -7.5% | -5.2% | -2.3% | -5.9% |
| 6M | +17.5% | +0.1% | +17.4% | +17.1% |
| YTD | +10.2% | +8.2% | +2.0% | +7.0% |
| 1Y | +3.0% | +10.1% | -7.1% | -0.7% |
| 3Y | +6.5% | +69.7% | -63.2% | -12.3% |
| 5Y | 0.0% | +53.4% | -53.4% | -18.0% |
| All | 0.0% | +53.2% | -53.2% | -18.0% |
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