+44.4%
REPL vs VIG
+179.4%
-135.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +3.5% | -2.2% | -2.8% |
| 30D | +92.2% | +4.9% | +87.3% | +81.9% |
| 3M | +44.1% | +2.5% | +41.6% | +40.2% |
| 6M | +313.0% | +11.0% | +302.0% | +261.0% |
| YTD | +125.2% | +16.0% | +109.2% | +82.4% |
| 1Y | +143.8% | +17.5% | +126.2% | +94.2% |
| 3Y | +104.2% | +67.0% | +37.2% | +3.5% |
| 5Y | -34.5% | +64.8% | -99.3% | -66.0% |
| All | +44.4% | +179.4% | -135.0% | -55.5% |
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