-35.4%
REPL vs VSXY
+119.9%
-155.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.4% |
| 7D | +5.3% | +0.8% | +4.4% | +5.2% |
| 30D | +66.6% | +24.0% | +42.6% | +64.7% |
| 3M | +59.6% | +16.7% | +42.9% | +58.0% |
| 6M | +482.4% | +138.6% | +343.7% | +440.2% |
| YTD | +124.1% | +102.8% | +21.3% | +109.7% |
| 1Y | +138.6% | +214.2% | -75.6% | +110.0% |
| 3Y | +96.0% | +461.4% | -365.3% | +49.3% |
| 5Y | -35.4% | +118.3% | -153.7% | -42.5% |
| All | -35.4% | +119.9% | -155.3% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling