-31.7%
VREX vs VT
+205.0%
-236.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.9% |
| 7D | -0.1% | +0.4% | -0.4% | -0.8% |
| 30D | -0.1% | -2.6% | +2.5% | +2.6% |
| 3M | +48.7% | -3.2% | +51.9% | +53.3% |
| 6M | +87.7% | +0.9% | +86.7% | +84.3% |
| YTD | +58.4% | +11.3% | +47.1% | +39.2% |
| 1Y | +54.1% | +14.0% | +40.1% | +31.9% |
| 3Y | +0.5% | +75.8% | -75.3% | -43.6% |
| 5Y | -34.7% | +57.8% | -92.5% | -59.4% |
| All | -31.7% | +205.0% | -236.6% | -73.2% |
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