-52.9%
REPL vs VEU
+56.3%
-109.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -5.7% | +1.7% | -7.4% | -7.2% |
| 30D | +22.5% | +1.0% | +21.5% | +21.2% |
| 3M | +64.7% | +5.6% | +59.0% | +55.7% |
| 6M | +83.0% | +13.7% | +69.4% | +57.3% |
| YTD | +52.0% | +17.7% | +34.2% | +25.4% |
| 1Y | +144.5% | +25.8% | +118.8% | +89.6% |
| 3Y | -25.1% | +77.1% | -102.2% | -61.0% |
| 5Y | -52.9% | +57.1% | -110.0% | -69.5% |
| All | -52.9% | +56.3% | -109.1% | -69.5% |
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 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