+216.5%
V vs REPL
+37.4%
+179.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -0.4% | +9.8% | -10.1% | -0.6% |
| 30D | +6.3% | +81.5% | -75.2% | +4.5% |
| 3M | +17.2% | +44.2% | -27.1% | +15.8% |
| 6M | +29.2% | +437.4% | -408.2% | +19.8% |
| YTD | +20.8% | +126.1% | -105.3% | +12.9% |
| 1Y | +25.0% | +143.1% | -118.1% | +16.5% |
| 3Y | +75.3% | +97.8% | -22.6% | +45.1% |
| 5Y | +105.8% | -34.3% | +140.1% | +83.1% |
| All | +216.5% | +37.4% | +179.1% | +119.6% |
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