-24.2%
REPL vs VT
+75.0%
-99.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.4% |
| 30D | +27.1% | +1.0% | +26.2% | +25.9% |
| 3M | +52.4% | +2.4% | +50.0% | +49.1% |
| 6M | +107.4% | +12.0% | +95.4% | +85.5% |
| YTD | +54.7% | +15.3% | +39.4% | +34.4% |
| 1Y | +158.9% | +22.6% | +136.3% | +113.4% |
| All | -24.2% | +75.0% | -99.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling