-39.3%
VG vs REPL
+9.9%
-49.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +1.7% | -3.0% | +4.7% | +1.8% |
| 30D | +16.0% | +27.1% | -11.1% | +15.3% |
| 3M | +9.7% | +52.4% | -42.7% | +7.5% |
| 6M | +29.6% | +107.4% | -77.9% | +23.0% |
| YTD | +112.0% | +54.7% | +57.3% | +102.9% |
| 1Y | +12.8% | +158.9% | -146.1% | +4.3% |
| All | -39.3% | +9.9% | -49.3% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling