-44.6%
VG vs REPL
+60.0%
-104.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +14.0% | +1.2% | +12.7% | +13.9% |
| 30D | -1.0% | +92.2% | -93.2% | -2.7% |
| 3M | -2.7% | +44.1% | -46.8% | -3.8% |
| 6M | +1.5% | +313.0% | -311.5% | -3.6% |
| YTD | +93.7% | +125.2% | -31.5% | +83.3% |
| 1Y | +68.5% | +143.8% | -75.2% | +59.1% |
| All | -44.6% | +60.0% | -104.6% | -47.2% |
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