+130.7%
REPL vs VCLT
-3.2%
+133.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +28.8% | +0.4% | +28.4% | +28.8% |
| 30D | +57.3% | +3.9% | +53.4% | +56.3% |
| 3M | +73.6% | -1.9% | +75.5% | +73.8% |
| 6M | +582.8% | -2.6% | +585.5% | +594.4% |
| YTD | +112.9% | -3.1% | +116.0% | +117.1% |
| 1Y | +130.7% | -3.6% | +134.2% | +137.4% |
| All | +130.7% | -3.2% | +133.9% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling