+17.4%
VGT vs REPL
+142.3%
-125.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | +5.6% | +9.8% | -4.2% | +5.5% |
| 30D | -10.6% | +81.5% | -92.1% | -11.1% |
| 3M | -6.9% | +44.2% | -51.1% | -7.3% |
| 6M | +0.9% | +437.4% | -436.5% | -1.0% |
| YTD | +20.4% | +126.1% | -105.7% | +19.6% |
| 1Y | +17.4% | +143.1% | -125.8% | +14.7% |
| All | +17.4% | +142.3% | -125.0% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling