+400.3%
VGT vs REPL
+36.8%
+363.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +2.5% | +1.2% | +1.2% | +2.4% |
| 30D | -9.5% | +92.2% | -101.7% | -12.2% |
| 3M | -9.5% | +44.1% | -53.6% | -11.2% |
| 6M | -1.8% | +313.0% | -314.8% | -11.3% |
| YTD | +18.4% | +125.2% | -106.8% | +6.4% |
| 1Y | +18.7% | +143.8% | -125.0% | +6.2% |
| 3Y | +103.8% | +104.2% | -0.4% | +54.1% |
| 5Y | +104.4% | -34.5% | +138.9% | +70.8% |
| All | +400.3% | +36.8% | +363.5% | +226.3% |
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