+154.4%
REPL vs VLTO
+18.3%
+136.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +8.5% |
| 7D | +22.8% | +5.4% | +17.4% | +29.0% |
| 30D | +63.8% | +22.3% | +41.5% | +105.7% |
| 3M | +68.1% | +19.6% | +48.5% | +106.0% |
| 6M | +528.5% | +35.2% | +493.3% | +815.0% |
| YTD | +122.4% | +17.9% | +104.6% | +220.1% |
| 1Y | +154.4% | +19.5% | +134.8% | +266.6% |
| All | +154.4% | +18.3% | +136.1% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling