+68.0%
REPL vs VLTO
+69.5%
-1.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +8.1% |
| 7D | +22.8% | +5.4% | +17.4% | +23.9% |
| 30D | +63.8% | +22.3% | +41.5% | +71.1% |
| 3M | +68.1% | +19.6% | +48.5% | +75.0% |
| 6M | +528.5% | +35.2% | +493.3% | +563.9% |
| YTD | +122.4% | +17.9% | +104.6% | +141.4% |
| 1Y | +154.4% | +19.5% | +134.8% | +174.1% |
| 3Y | +68.0% | +73.9% | -5.9% | +62.6% |
| All | +68.0% | +69.5% | -1.5% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling