+444.2%
VGT vs REPL
-19.2%
+463.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -0.2% | -14.1% | +13.9% | +0.5% |
| 30D | -0.4% | -15.2% | +14.8% | +0.2% |
| 3M | +4.4% | +49.9% | -45.5% | +0.4% |
| 6M | +32.1% | +63.5% | -31.5% | +20.7% |
| YTD | +28.8% | +32.9% | -4.1% | +18.7% |
| 1Y | +35.3% | +115.0% | -79.6% | +17.6% |
| 3Y | +124.8% | -34.7% | +159.5% | +87.7% |
| 5Y | +137.9% | -59.7% | +197.6% | +102.6% |
| All | +444.2% | -19.2% | +463.5% | +264.1% |
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