+445.1%
VGT vs REPL
-6.0%
+451.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | +1.0% | -3.0% | +4.0% | +1.1% |
| 30D | +1.3% | +27.1% | -25.8% | +0.1% |
| 3M | -1.1% | +52.4% | -53.5% | -5.0% |
| 6M | +32.6% | +107.4% | -74.8% | +19.7% |
| YTD | +29.0% | +54.7% | -25.7% | +18.2% |
| 1Y | +39.7% | +158.9% | -119.2% | +20.3% |
| 3Y | +120.9% | -23.7% | +144.7% | +83.2% |
| 5Y | +133.6% | -54.3% | +187.9% | +98.3% |
| All | +445.1% | -6.0% | +451.1% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling