-4.7%
REPL vs VEU
+106.4%
-111.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.3% |
| 7D | -9.6% | +0.3% | -9.9% | -9.9% |
| 30D | +5.7% | +0.7% | +5.0% | +4.8% |
| 3M | +56.4% | +4.7% | +51.7% | +47.5% |
| 6M | +67.4% | +11.6% | +55.8% | +41.9% |
| YTD | +48.7% | +16.8% | +31.9% | +18.7% |
| 1Y | +148.3% | +24.9% | +123.4% | +84.0% |
| 3Y | -26.7% | +75.7% | -102.4% | -65.8% |
| 5Y | -54.1% | +56.1% | -110.3% | -74.6% |
| All | -4.7% | +106.4% | -111.1% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling