-12.9%
VMC vs REPL
+136.7%
-149.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.7% |
| 7D | -0.5% | -5.7% | +5.2% | -0.6% |
| 30D | -9.1% | +22.5% | -31.6% | -9.0% |
| 3M | -4.1% | +64.7% | -68.8% | -3.7% |
| 6M | -5.5% | +83.0% | -88.6% | -4.5% |
| YTD | -8.9% | +52.0% | -60.9% | -8.1% |
| 1Y | -12.9% | +144.5% | -157.5% | -11.7% |
| All | -12.9% | +136.7% | -149.6% | -11.7% |
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