+3,009.4%
TREX vs VT
+374.2%
+2,635.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.9% |
| 30D | -7.9% | +1.0% | -8.9% | -9.1% |
| 3M | +13.7% | +2.4% | +11.3% | +10.5% |
| 6M | +13.5% | +12.0% | +1.5% | -1.7% |
| YTD | +30.1% | +15.3% | +14.7% | +8.4% |
| 1Y | -26.7% | +22.6% | -49.3% | -43.8% |
| 3Y | -37.3% | +74.7% | -111.9% | -69.1% |
| 5Y | -59.9% | +66.1% | -126.0% | -77.8% |
| 10Y | +194.9% | +225.0% | -30.1% | -26.4% |
| All | +3,009.4% | +374.2% | +2,635.2% | +563.3% |
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