+35.3%
VMC vs REPL
+97.7%
-62.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +15.5% | +92.2% | -76.7% | +15.2% |
| 3M | +0.6% | +44.1% | -43.5% | +0.4% |
| 6M | +2.1% | +313.0% | -311.0% | +1.3% |
| YTD | -1.6% | +125.2% | -126.8% | -2.1% |
| 1Y | -1.2% | +143.8% | -144.9% | -1.8% |
| 3Y | +35.3% | +104.2% | -68.9% | +30.1% |
| All | +35.3% | +97.7% | -62.4% | +30.1% |
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