+3,902.7%
TREX vs VT
+357.6%
+3,545.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +3.8% |
| 7D | +16.2% | +0.4% | +15.9% | +15.9% |
| 30D | +31.2% | -2.6% | +33.8% | +36.0% |
| 3M | +19.5% | -3.2% | +22.7% | +25.0% |
| 6M | +46.1% | +0.9% | +45.2% | +45.1% |
| YTD | +67.4% | +11.3% | +56.1% | +46.6% |
| 1Y | +78.2% | +14.0% | +64.2% | +51.1% |
| 3Y | -2.7% | +75.8% | -78.5% | -52.5% |
| 5Y | -55.8% | +57.8% | -113.6% | -73.7% |
| 10Y | +296.3% | +219.8% | +76.5% | +1.4% |
| All | +3,902.7% | +357.6% | +3,545.1% | +796.8% |
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 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