+217.1%
TREX vs VT
+222.7%
-5.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.4% |
| 7D | +4.0% | -0.1% | +4.2% | +4.2% |
| 30D | -5.5% | -0.7% | -4.9% | -4.6% |
| 3M | +2.5% | +4.0% | -1.5% | -3.1% |
| 6M | +21.9% | +12.3% | +9.6% | +3.0% |
| YTD | +29.7% | +14.0% | +15.7% | +7.2% |
| 1Y | -24.1% | +20.3% | -44.4% | -42.3% |
| 3Y | -32.4% | +75.4% | -107.9% | -70.1% |
| 5Y | -59.2% | +66.0% | -125.2% | -79.5% |
| 10Y | +217.1% | +228.2% | -11.1% | -34.1% |
| All | +217.1% | +222.7% | -5.6% | -34.1% |
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