+57.9%
VNQ vs REPL
-17.3%
+75.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.6% |
| 7D | -2.6% | -13.4% | +10.8% | -2.2% |
| 30D | -2.3% | -3.0% | +0.7% | -2.3% |
| 3M | -2.8% | +56.3% | -59.1% | -5.5% |
| 6M | +2.5% | +60.9% | -58.4% | -3.7% |
| YTD | +8.4% | +36.2% | -27.8% | +2.4% |
| 1Y | +6.8% | +121.0% | -114.3% | -3.7% |
| 3Y | +29.9% | -32.8% | +62.8% | +13.4% |
| 5Y | +7.2% | -58.7% | +65.9% | -5.2% |
| All | +57.9% | -17.3% | +75.1% | +17.6% |
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