-25.1%
REPL vs VCLT
+12.2%
-37.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.7% | +0.3% | -6.1% | -5.8% |
| 30D | +22.5% | -0.6% | +23.0% | +22.7% |
| 3M | +64.7% | -2.2% | +66.9% | +66.1% |
| 6M | +83.0% | -2.9% | +85.9% | +84.8% |
| YTD | +52.0% | -2.1% | +54.0% | +52.8% |
| 1Y | +144.5% | -2.6% | +147.1% | +147.8% |
| 3Y | -25.1% | +12.5% | -37.6% | -21.9% |
| All | -25.1% | +12.2% | -37.3% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling