+217.3%
V vs REPL
+39.1%
+178.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | -0.8% | +14.2% | -15.0% | -1.2% |
| 30D | +9.5% | +65.9% | -56.3% | +7.9% |
| 3M | +16.7% | +84.6% | -67.9% | +14.5% |
| 6M | +32.9% | +446.9% | -414.0% | +23.1% |
| YTD | +21.1% | +129.0% | -107.9% | +13.2% |
| 1Y | +26.6% | +167.9% | -141.2% | +17.5% |
| 3Y | +78.4% | +93.9% | -15.5% | +48.0% |
| 5Y | +105.5% | -33.0% | +138.4% | +82.6% |
| All | +217.3% | +39.1% | +178.2% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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