-53.0%
REPL vs VO
+42.6%
-95.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -3.0% | -0.3% | -2.7% | -2.8% |
| 30D | +27.1% | -0.3% | +27.5% | +27.4% |
| 3M | +52.4% | +2.9% | +49.4% | +47.2% |
| 6M | +107.4% | +9.3% | +98.1% | +83.8% |
| YTD | +54.7% | +14.2% | +40.5% | +30.4% |
| 1Y | +158.9% | +15.3% | +143.6% | +115.8% |
| 3Y | -23.7% | +56.2% | -80.0% | -57.0% |
| All | -53.0% | +42.6% | -95.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling