+347.3%
REZ vs VT
+374.2%
-26.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -3.5% | +1.0% | -4.5% | -4.4% |
| 3M | +4.8% | +2.4% | +2.4% | +1.8% |
| 6M | +4.7% | +12.0% | -7.3% | -6.7% |
| YTD | +13.5% | +15.3% | -1.9% | -1.8% |
| 1Y | +13.1% | +22.6% | -9.4% | -7.8% |
| 3Y | +42.2% | +74.7% | -32.5% | -18.3% |
| 5Y | +14.5% | +66.1% | -51.7% | -31.8% |
| 10Y | +89.5% | +225.0% | -135.5% | -43.2% |
| All | +347.3% | +374.2% | -26.9% | -25.2% |
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