+25.9%
REPL vs VLTO
+54.1%
-28.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.3% |
| 7D | +15.1% | +12.0% | +3.1% | +17.3% |
| 30D | +51.1% | +20.8% | +30.3% | +56.3% |
| 3M | +69.2% | +20.1% | +49.1% | +75.0% |
| 6M | +597.6% | +32.6% | +564.9% | +629.0% |
| YTD | +106.0% | +17.3% | +88.7% | +120.4% |
| 1Y | +133.3% | +17.3% | +116.0% | +149.3% |
| 3Y | +41.0% | +66.9% | -25.9% | +41.1% |
| All | +25.9% | +54.1% | -28.2% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling