+35.3%
VGT vs REPL
+119.0%
-83.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.2% |
| 7D | -0.2% | -14.1% | +13.9% | -0.1% |
| 30D | -0.4% | -15.2% | +14.8% | -0.3% |
| 3M | +4.4% | +49.9% | -45.5% | +3.9% |
| 6M | +32.1% | +63.5% | -31.5% | +30.4% |
| YTD | +28.8% | +32.9% | -4.1% | +27.3% |
| 1Y | +35.3% | +115.0% | -79.6% | +32.7% |
| All | +35.3% | +119.0% | -83.6% | +32.7% |
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