-31.7%
VREX vs VT
+197.2%
-228.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +2.5% |
| 30D | 0.0% | -5.0% | +5.0% | +5.6% |
| 3M | +50.5% | -4.9% | +55.4% | +58.4% |
| 6M | +51.5% | -1.5% | +53.1% | +52.8% |
| YTD | +58.3% | +8.5% | +49.8% | +43.4% |
| 1Y | +55.1% | +11.4% | +43.7% | +36.3% |
| 3Y | -1.4% | +70.1% | -71.5% | -42.6% |
| 5Y | -35.1% | +53.7% | -88.8% | -58.4% |
| All | -31.7% | +197.2% | -228.9% | -72.4% |
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