+116.7%
VMC vs REPL
-9.7%
+126.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.2% |
| 7D | -5.3% | -9.6% | +4.3% | -5.1% |
| 30D | -12.3% | +5.7% | -18.0% | -12.4% |
| 3M | -10.3% | +56.4% | -66.7% | -12.4% |
| 6M | -8.6% | +67.4% | -76.0% | -13.3% |
| YTD | -11.9% | +48.7% | -60.5% | -16.3% |
| 1Y | -13.9% | +148.3% | -162.2% | -21.5% |
| 3Y | +18.2% | -26.7% | +44.8% | +4.9% |
| 5Y | +47.7% | -54.1% | +101.9% | +32.4% |
| All | +116.7% | -9.7% | +126.4% | +62.9% |
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