-4.7%
REPL vs VIG
+164.0%
-168.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.5% |
| 7D | -9.6% | -1.2% | -8.4% | -8.3% |
| 30D | +5.7% | -2.8% | +8.5% | +9.5% |
| 3M | +56.4% | +2.5% | +53.9% | +50.3% |
| 6M | +67.4% | +8.1% | +59.3% | +47.7% |
| YTD | +48.7% | +9.6% | +39.1% | +28.7% |
| 1Y | +148.3% | +14.2% | +134.1% | +105.4% |
| 3Y | -26.7% | +56.1% | -82.8% | -59.9% |
| 5Y | -54.1% | +62.8% | -117.0% | -76.0% |
| All | -4.7% | +164.0% | -168.6% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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