-30.4%
REPL vs VSXY
+101.4%
-131.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +4.7% |
| 7D | +12.7% | +10.2% | +2.6% | +12.1% |
| 30D | +73.5% | +33.6% | +39.8% | +70.7% |
| 3M | +70.3% | +10.8% | +59.5% | +69.0% |
| 6M | +472.0% | +130.5% | +341.5% | +432.3% |
| YTD | +139.5% | +104.4% | +35.1% | +123.7% |
| 1Y | +167.3% | +216.5% | -49.2% | +135.3% |
| 3Y | +109.5% | +465.9% | -356.4% | +60.6% |
| 5Y | -29.9% | +123.1% | -153.0% | -38.5% |
| All | -30.4% | +101.4% | -131.7% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling