-51.4%
VG vs REPL
+46.3%
-97.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.9% |
| 7D | -22.0% | +15.1% | -37.1% | -22.3% |
| 30D | -14.7% | +51.1% | -65.8% | -15.7% |
| 3M | -7.1% | +69.2% | -76.3% | -8.5% |
| 6M | -11.2% | +597.6% | -608.7% | -17.4% |
| YTD | +69.8% | +106.0% | -36.1% | +61.1% |
| 1Y | +49.9% | +133.3% | -83.5% | +41.6% |
| All | -51.4% | +46.3% | -97.8% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling