+597.6%
REPL vs VLTO
+32.7%
+564.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.9% |
| 7D | +15.1% | +12.0% | +3.1% | +39.4% |
| 30D | +51.1% | +20.8% | +30.3% | +117.2% |
| 3M | +69.2% | +20.1% | +49.1% | +139.2% |
| 6M | +597.6% | +32.6% | +564.9% | +1,206.1% |
| All | +597.6% | +32.7% | +564.8% | +1,206.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling