-33.0%
REPL vs VCLT
-17.3%
-15.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | +14.2% | +1.2% | +13.0% | +13.4% |
| 30D | +65.9% | +3.4% | +62.5% | +62.5% |
| 3M | +84.6% | -0.9% | +85.4% | +85.5% |
| 6M | +446.9% | -3.1% | +450.1% | +456.5% |
| YTD | +129.0% | -2.4% | +131.4% | +130.9% |
| 1Y | +167.9% | -2.7% | +170.5% | +170.7% |
| 3Y | +93.9% | +16.9% | +77.0% | +73.5% |
| 5Y | -33.0% | -17.0% | -16.0% | -34.0% |
| All | -33.0% | -17.3% | -15.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling