-76.9%
REPX vs VT
+356.1%
-433.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | -9.7% | -1.6% | -8.1% | -8.6% |
| 30D | +12.1% | -2.5% | +14.6% | +14.3% |
| 3M | +38.6% | -1.3% | +39.9% | +39.5% |
| 6M | +31.4% | +3.1% | +28.3% | +26.0% |
| YTD | +86.2% | +10.9% | +75.2% | +65.9% |
| 1Y | +89.3% | +12.1% | +77.2% | +67.2% |
| 3Y | +71.6% | +73.9% | -2.3% | +7.0% |
| 5Y | +137.4% | +58.0% | +79.4% | +63.5% |
| 10Y | +695.0% | +225.5% | +469.5% | +223.8% |
| All | -76.9% | +356.1% | -433.0% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling