-31.5%
VREX vs VT
+212.4%
-243.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | +0.2% | -0.7% | +0.9% | +0.9% |
| 3M | +74.2% | +4.0% | +70.2% | +66.0% |
| 6M | +62.3% | +12.3% | +50.0% | +41.7% |
| YTD | +58.8% | +14.0% | +44.8% | +36.5% |
| 1Y | +59.6% | +20.3% | +39.3% | +29.3% |
| 3Y | -3.1% | +75.4% | -78.5% | -45.4% |
| 5Y | -36.1% | +66.0% | -102.1% | -62.3% |
| All | -31.5% | +212.4% | -243.9% | -73.7% |
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