+579.6%
REPX vs VT
+214.8%
+364.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.4% | -2.6% |
| 7D | -23.0% | -4.2% | -18.8% | -19.9% |
| 30D | -5.7% | -5.8% | +0.1% | -0.4% |
| 3M | +22.6% | -5.2% | +27.8% | +28.3% |
| 6M | +11.1% | +0.1% | +11.0% | +8.5% |
| YTD | +59.1% | +8.2% | +50.9% | +41.6% |
| 1Y | +65.3% | +10.1% | +55.2% | +44.3% |
| 3Y | +46.7% | +69.7% | -22.9% | -15.7% |
| 5Y | +101.0% | +53.4% | +47.6% | +27.0% |
| All | +579.6% | +214.8% | +364.8% | +229.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling