-2.6%
REPL vs VYM
+146.4%
-149.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -5.7% | +0.1% | -5.9% | -5.9% |
| 30D | +22.5% | -1.3% | +23.7% | +24.5% |
| 3M | +64.7% | +4.1% | +60.6% | +56.2% |
| 6M | +83.0% | +9.8% | +73.2% | +60.3% |
| YTD | +52.0% | +15.3% | +36.6% | +25.1% |
| 1Y | +144.5% | +20.0% | +124.5% | +92.6% |
| 3Y | -25.1% | +66.2% | -91.3% | -60.9% |
| 5Y | -52.9% | +77.5% | -130.4% | -77.2% |
| All | -2.6% | +146.4% | -149.0% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling