-53.0%
REPL vs VIG
+63.1%
-116.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.2% |
| 7D | -3.0% | -0.4% | -2.5% | -2.6% |
| 30D | +27.1% | -1.0% | +28.1% | +28.5% |
| 3M | +52.4% | +2.8% | +49.6% | +46.6% |
| 6M | +107.4% | +8.2% | +99.3% | +84.8% |
| YTD | +54.7% | +11.0% | +43.7% | +33.5% |
| 1Y | +158.9% | +16.1% | +142.7% | +112.9% |
| 3Y | -23.7% | +56.2% | -79.9% | -57.0% |
| All | -53.0% | +63.1% | -116.1% | -74.6% |
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 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