-60.4%
REPL vs VSXY
+33.4%
-93.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.1% | -5.3% | -8.2% |
| 7D | -13.4% | -0.3% | -13.1% | -13.4% |
| 30D | -3.0% | -22.1% | +19.1% | -1.8% |
| 3M | +56.3% | -1.1% | +57.5% | +55.9% |
| 6M | +60.9% | +53.8% | +7.0% | +52.4% |
| YTD | +36.2% | +35.5% | +0.7% | +30.3% |
| 1Y | +121.0% | +186.0% | -65.0% | +91.6% |
| 3Y | -32.8% | +343.2% | -376.0% | -48.9% |
| 5Y | -58.7% | +19.0% | -77.7% | -62.4% |
| All | -60.4% | +33.4% | -93.8% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling