-27.0%
REPL vs VYM
+64.8%
-91.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -9.6% | -1.0% | -8.6% | -8.7% |
| 30D | +5.7% | -2.0% | +7.7% | +8.0% |
| 3M | +56.4% | +3.1% | +53.3% | +50.6% |
| 6M | +67.4% | +8.9% | +58.6% | +49.9% |
| YTD | +48.7% | +14.7% | +33.9% | +24.6% |
| 1Y | +148.3% | +19.4% | +128.9% | +98.9% |
| All | -27.0% | +64.8% | -91.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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