+27.9%
VCIT vs REPL
+36.8%
-9.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.4% | +1.2% | -2.7% | -1.4% |
| 30D | +0.6% | +92.2% | -91.6% | +0.3% |
| 3M | -2.2% | +44.1% | -46.3% | -2.4% |
| 6M | -2.3% | +313.0% | -315.3% | -3.3% |
| YTD | -2.2% | +125.2% | -127.4% | -3.2% |
| 1Y | -1.4% | +143.8% | -145.1% | -2.4% |
| 3Y | +18.7% | +104.2% | -85.4% | +15.4% |
| 5Y | +3.6% | -34.5% | +38.1% | +1.6% |
| All | +27.9% | +36.8% | -9.0% | +23.5% |
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