+269.3%
TREX vs VT
+215.5%
+53.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.6% |
| 7D | +7.0% | -2.3% | +9.4% | +11.0% |
| 30D | +24.9% | -5.0% | +29.9% | +34.7% |
| 3M | +13.0% | -4.9% | +17.9% | +21.8% |
| 6M | +37.2% | -1.5% | +38.7% | +40.9% |
| YTD | +56.0% | +8.5% | +47.6% | +39.0% |
| 1Y | +71.5% | +11.4% | +60.1% | +46.9% |
| 3Y | -9.0% | +70.1% | -79.1% | -58.0% |
| 5Y | -52.1% | +53.7% | -105.8% | -73.2% |
| All | +269.3% | +215.5% | +53.8% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling