+46.8%
REPL vs VO
+128.5%
-81.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | -0.1% |
| 7D | +14.2% | -0.1% | +14.3% | +14.3% |
| 30D | +65.9% | +0.5% | +65.4% | +65.4% |
| 3M | +84.6% | -1.0% | +85.6% | +87.2% |
| 6M | +446.9% | +6.4% | +440.5% | +406.1% |
| YTD | +129.0% | +13.6% | +115.4% | +90.4% |
| 1Y | +167.9% | +14.5% | +153.4% | +120.5% |
| 3Y | +93.9% | +67.2% | +26.7% | -3.7% |
| 5Y | -33.0% | +36.1% | -69.1% | -56.6% |
| All | +46.8% | +128.5% | -81.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling