-0.8%
REPL vs VICR
+272.3%
-273.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -3.0% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | +27.1% | -13.9% | +41.1% | +30.9% |
| 3M | +52.4% | -38.4% | +90.8% | +67.7% |
| 6M | +107.4% | -7.2% | +114.7% | +90.0% |
| YTD | +54.7% | +72.0% | -17.3% | +15.4% |
| 1Y | +158.9% | +263.3% | -104.4% | +46.9% |
| 3Y | -23.7% | +173.3% | -197.0% | -55.4% |
| 5Y | -54.3% | +47.3% | -101.6% | -70.6% |
| All | -0.8% | +272.3% | -273.1% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling