+28.7%
VCIT vs REPL
+25.1%
+3.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.2% |
| 7D | +0.5% | +15.1% | -14.7% | +0.4% |
| 30D | +2.1% | +51.1% | -49.0% | +1.9% |
| 3M | -1.6% | +69.2% | -70.8% | -1.8% |
| 6M | -1.6% | +597.6% | -599.1% | -2.9% |
| YTD | -1.5% | +106.0% | -107.5% | -2.5% |
| 1Y | -0.4% | +133.3% | -133.7% | -1.5% |
| 3Y | +19.6% | +41.0% | -21.4% | +16.7% |
| 5Y | +3.3% | -40.1% | +43.4% | +1.3% |
| All | +28.7% | +25.1% | +3.6% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling