-58.7%
REPL vs VYM
+75.8%
-134.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.5% | -7.8% | -7.8% |
| 7D | -13.4% | -1.9% | -11.6% | -11.6% |
| 30D | -3.0% | -2.6% | -0.4% | -0.1% |
| 3M | +56.3% | +3.6% | +52.7% | +49.4% |
| 6M | +60.9% | +8.7% | +52.2% | +43.7% |
| YTD | +36.2% | +14.1% | +22.1% | +14.6% |
| 1Y | +121.0% | +17.8% | +103.2% | +79.8% |
| 3Y | -32.8% | +64.5% | -97.4% | -64.0% |
| 5Y | -58.7% | +77.5% | -136.2% | -78.8% |
| All | -58.7% | +75.8% | -134.4% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling