-0.8%
REPL vs VEU
+108.9%
-109.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -2.3% |
| 7D | -3.0% | +1.1% | -4.1% | -4.3% |
| 30D | +27.1% | +2.2% | +25.0% | +23.6% |
| 3M | +52.4% | +3.0% | +49.4% | +46.5% |
| 6M | +107.4% | +10.9% | +96.6% | +77.4% |
| YTD | +54.7% | +18.2% | +36.5% | +21.9% |
| 1Y | +158.9% | +28.3% | +130.6% | +85.8% |
| 3Y | -23.7% | +74.6% | -98.4% | -64.0% |
| 5Y | -54.3% | +56.4% | -110.7% | -74.7% |
| All | -0.8% | +108.9% | -109.7% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling