-12.7%
REPL vs VICR
+251.5%
-264.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.2% | -5.2% | -7.6% |
| 7D | -13.4% | -0.4% | -13.0% | -13.4% |
| 30D | -3.0% | -15.6% | +12.6% | +0.6% |
| 3M | +56.3% | -35.4% | +91.7% | +70.2% |
| 6M | +60.9% | +1.3% | +59.6% | +44.3% |
| YTD | +36.2% | +62.5% | -26.2% | +3.1% |
| 1Y | +121.0% | +255.5% | -134.4% | +25.7% |
| 3Y | -32.8% | +182.0% | -214.8% | -61.3% |
| 5Y | -58.7% | +42.9% | -101.6% | -73.3% |
| All | -12.7% | +251.5% | -264.2% | -66.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling