+124.4%
VGT vs REPL
-27.0%
+151.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.1% |
| 7D | +1.5% | -9.6% | +11.1% | +1.6% |
| 30D | +0.5% | +5.7% | -5.2% | +0.5% |
| 3M | +5.3% | +56.4% | -51.1% | +4.3% |
| 6M | +32.4% | +67.4% | -35.0% | +29.7% |
| YTD | +28.6% | +48.7% | -20.1% | +26.0% |
| 1Y | +37.6% | +148.3% | -110.6% | +33.3% |
| All | +124.4% | -27.0% | +151.4% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling