-5.4%
REPL vs VLTO
+27.2%
-32.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.9% |
| 7D | -3.0% | -2.3% | -0.7% | -3.4% |
| 30D | +27.1% | -0.9% | +28.0% | +27.1% |
| 3M | +52.4% | +13.8% | +38.6% | +53.4% |
| 6M | +107.4% | +2.0% | +105.4% | +112.0% |
| YTD | +54.7% | -3.2% | +57.9% | +60.0% |
| 1Y | +158.9% | -9.2% | +168.0% | +172.2% |
| All | -5.4% | +27.2% | -32.6% | -8.3% |
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