+44.4%
REPL vs VICR
+214.0%
-169.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.4% |
| 7D | +1.2% | +8.3% | -7.0% | -0.9% |
| 30D | +92.2% | -35.2% | +127.4% | +109.4% |
| 3M | +44.1% | -29.8% | +73.9% | +51.1% |
| 6M | +313.0% | -48.6% | +361.6% | +352.1% |
| YTD | +125.2% | +45.1% | +80.1% | +69.4% |
| 1Y | +143.8% | +79.6% | +64.2% | +71.4% |
| 3Y | +104.2% | +335.4% | -231.2% | -0.2% |
| 5Y | -34.5% | -1.0% | -33.5% | -52.7% |
| All | +44.4% | +214.0% | -169.6% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling