+143.8%
REPL vs VCLT
-4.7%
+148.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.2% | -2.3% | +3.5% | +1.2% |
| 30D | +92.2% | +0.8% | +91.4% | +91.5% |
| 3M | +44.1% | -2.7% | +46.8% | +43.8% |
| 6M | +313.0% | -4.3% | +317.3% | +317.3% |
| YTD | +125.2% | -4.3% | +129.5% | +129.8% |
| 1Y | +143.8% | -4.4% | +148.1% | +149.4% |
| All | +143.8% | -4.7% | +148.4% | +149.4% |
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