-31.6%
VREX vs VOO
+291.2%
-322.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.5% |
| 7D | -0.3% | -2.0% | +1.7% | +1.9% |
| 30D | -0.6% | -1.7% | +1.1% | +1.2% |
| 3M | +75.4% | +4.7% | +70.7% | +66.6% |
| 6M | +64.5% | +12.6% | +51.9% | +44.8% |
| YTD | +58.5% | +11.8% | +46.8% | +41.0% |
| 1Y | +68.5% | +17.5% | +51.0% | +42.1% |
| 3Y | -3.2% | +77.0% | -80.2% | -43.8% |
| 5Y | -35.3% | +82.6% | -117.8% | -64.1% |
| All | -31.6% | +291.2% | -322.8% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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