+36.5%
REPL vs VT
+149.3%
-112.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.9% |
| 7D | +28.8% | -0.3% | +29.1% | +29.1% |
| 30D | +57.3% | -1.4% | +58.8% | +60.5% |
| 3M | +73.6% | -1.4% | +75.0% | +76.5% |
| 6M | +582.8% | +5.5% | +577.4% | +539.5% |
| YTD | +112.9% | +12.8% | +100.0% | +76.8% |
| 1Y | +130.7% | +15.4% | +115.2% | +86.0% |
| 3Y | +45.7% | +76.9% | -31.2% | -34.3% |
| 5Y | -37.9% | +60.4% | -98.3% | -67.6% |
| All | +36.5% | +149.3% | -112.8% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling