-20.4%
REI price history and return analytics
+74.2%
-94.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.1% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +8.8% | -0.7% | +9.5% | +9.3% |
| 3M | +17.5% | +4.0% | +13.5% | +12.7% |
| 6M | -1.3% | +12.3% | -13.6% | -14.2% |
| YTD | +70.1% | +14.0% | +56.1% | +44.9% |
| 1Y | +51.0% | +20.3% | +30.7% | +19.9% |
| All | -20.4% | +74.2% | -94.6% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling