+130.7%
REPL vs VICR
+76.0%
+54.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.1% | +11.3% | +0.2% |
| 7D | +28.8% | -26.6% | +55.4% | +29.1% |
| 30D | +57.3% | -47.9% | +105.3% | +56.4% |
| 3M | +73.6% | -29.8% | +103.3% | +74.0% |
| 6M | +582.8% | -36.6% | +619.5% | +584.7% |
| YTD | +112.9% | +45.1% | +67.7% | +126.1% |
| 1Y | +130.7% | +80.0% | +50.6% | +134.2% |
| All | +130.7% | +76.0% | +54.7% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling