-33.7%
REPL vs VYM
+71.9%
-105.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.2% | +3.7% | -2.4% | -2.6% |
| 30D | +92.2% | +3.7% | +88.5% | +85.1% |
| 3M | +44.1% | -0.7% | +44.8% | +45.4% |
| 6M | +313.0% | +7.2% | +305.8% | +281.1% |
| YTD | +125.2% | +16.9% | +108.3% | +84.7% |
| 1Y | +143.8% | +19.6% | +124.1% | +94.6% |
| 3Y | +104.2% | +74.6% | +29.6% | +2.8% |
| All | -33.7% | +71.9% | -105.6% | -64.6% |
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