-35.1%
REPL vs VIG
+59.0%
-94.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.4% |
| 7D | +22.8% | -1.8% | +24.6% | +25.1% |
| 30D | +63.8% | +2.7% | +61.1% | +59.7% |
| 3M | +68.1% | 0.0% | +68.1% | +68.6% |
| 6M | +528.5% | +6.8% | +521.7% | +480.3% |
| YTD | +122.4% | +12.1% | +110.4% | +90.3% |
| 1Y | +154.4% | +14.8% | +139.5% | +111.4% |
| 3Y | +68.0% | +62.4% | +5.6% | -9.7% |
| All | -35.1% | +59.0% | -94.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling