-41.2%
REI price history and return analytics
+65.7%
-106.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.3% |
| 7D | +2.0% | -1.1% | +3.1% | +3.2% |
| 30D | +12.5% | -1.0% | +13.5% | +13.5% |
| 3M | +21.4% | +3.2% | +18.3% | +16.1% |
| 6M | +6.2% | +12.5% | -6.2% | -11.2% |
| YTD | +75.9% | +14.1% | +61.8% | +44.3% |
| 1Y | +50.0% | +18.9% | +31.1% | +16.6% |
| 3Y | -17.7% | +74.1% | -91.8% | -61.6% |
| All | -41.2% | +65.7% | -106.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling