-25.1%
REPL vs VEU
+77.0%
-102.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -5.7% | +1.7% | -7.4% | -6.9% |
| 30D | +22.5% | +1.0% | +21.5% | +21.5% |
| 3M | +64.7% | +5.6% | +59.0% | +57.4% |
| 6M | +83.0% | +13.7% | +69.4% | +62.2% |
| YTD | +52.0% | +17.7% | +34.2% | +29.9% |
| 1Y | +144.5% | +25.8% | +118.8% | +98.1% |
| 3Y | -25.1% | +77.1% | -102.2% | -59.5% |
| All | -25.1% | +77.0% | -102.1% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling