-33.0%
REPL vs VEU
+49.1%
-82.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +0.4% |
| 7D | +14.2% | +0.8% | +13.5% | +13.4% |
| 30D | +65.9% | -1.6% | +67.5% | +68.6% |
| 3M | +84.6% | -4.2% | +88.8% | +91.9% |
| 6M | +446.9% | -1.5% | +448.4% | +451.6% |
| YTD | +129.0% | +11.7% | +117.3% | +99.2% |
| 1Y | +167.9% | +15.6% | +152.3% | +124.5% |
| 3Y | +93.9% | +71.7% | +22.2% | +4.9% |
| 5Y | -33.0% | +49.5% | -82.5% | -54.4% |
| All | -33.0% | +49.1% | -82.1% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling