+68.2%
RWEM vs VT
+66.2%
+2.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +3.7% | +0.4% | +3.3% | +3.3% |
| 30D | +4.3% | +1.0% | +3.3% | +3.6% |
| 3M | -1.5% | +2.4% | -3.9% | -3.0% |
| 6M | +19.1% | +12.0% | +7.1% | +10.1% |
| YTD | +25.5% | +15.3% | +10.1% | +13.5% |
| 1Y | +42.3% | +22.6% | +19.7% | +22.9% |
| 3Y | +84.9% | +74.7% | +10.2% | +22.4% |
| All | +68.2% | +66.2% | +2.0% | +15.2% |
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