+101.0%
REPX vs VT
+53.2%
+47.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.4% | -1.6% |
| 7D | -23.0% | -4.2% | -18.8% | -19.1% |
| 30D | -5.7% | -5.8% | +0.1% | +0.9% |
| 3M | +22.6% | -5.2% | +27.8% | +29.6% |
| 6M | +11.1% | +0.1% | +11.0% | +7.3% |
| YTD | +59.1% | +8.2% | +50.9% | +35.2% |
| 1Y | +65.3% | +10.1% | +55.2% | +36.5% |
| 3Y | +46.7% | +69.7% | -22.9% | -35.6% |
| 5Y | +101.0% | +53.4% | +47.6% | -3.6% |
| All | +101.0% | +53.2% | +47.8% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling