+43.7%
REPL vs VICR
+231.9%
-188.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -7.4% |
| 7D | +5.3% | +5.7% | -0.4% | +3.5% |
| 30D | +66.6% | -35.2% | +101.8% | +81.5% |
| 3M | +59.6% | -20.3% | +79.8% | +62.4% |
| 6M | +482.4% | -46.3% | +528.6% | +531.5% |
| YTD | +124.1% | +53.4% | +70.7% | +66.4% |
| 1Y | +138.6% | +81.6% | +57.0% | +67.7% |
| 3Y | +96.0% | +360.5% | -264.5% | -5.4% |
| 5Y | -35.4% | +4.4% | -39.8% | -53.9% |
| All | +43.7% | +231.9% | -188.2% | -45.2% |
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 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