-25.1%
REPL vs VICR
+201.6%
-226.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | -5.7% | +9.8% | -15.6% | -6.8% |
| 30D | +22.5% | -12.6% | +35.1% | +24.1% |
| 3M | +64.7% | -29.7% | +94.4% | +69.6% |
| 6M | +83.0% | +18.8% | +64.2% | +67.5% |
| YTD | +52.0% | +76.4% | -24.4% | +25.5% |
| 1Y | +144.5% | +282.4% | -137.8% | +63.1% |
| 3Y | -25.1% | +206.2% | -231.2% | -53.7% |
| All | -25.1% | +201.6% | -226.7% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling