-54.1%
REPL vs VICR
+46.6%
-100.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.3% |
| 7D | -9.6% | +1.3% | -10.8% | -9.8% |
| 30D | +5.7% | -11.9% | +17.6% | +7.7% |
| 3M | +56.4% | -35.1% | +91.5% | +66.0% |
| 6M | +67.4% | +8.1% | +59.3% | +52.8% |
| YTD | +48.7% | +67.8% | -19.1% | +20.1% |
| 1Y | +148.3% | +267.3% | -119.0% | +60.7% |
| 3Y | -26.7% | +191.2% | -217.9% | -52.0% |
| 5Y | -54.1% | +48.1% | -102.2% | -67.3% |
| All | -54.1% | +46.6% | -100.7% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling