+44.8%
VNQ vs REPL
+97.7%
-53.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.8% | +1.2% | -0.5% | +0.8% |
| 30D | +6.8% | +92.2% | -85.4% | +6.5% |
| 3M | -1.3% | +44.1% | -45.4% | -1.4% |
| 6M | +2.4% | +313.0% | -310.6% | +1.4% |
| YTD | +12.1% | +125.2% | -113.1% | +11.1% |
| 1Y | +12.0% | +143.8% | -131.8% | +10.8% |
| 3Y | +44.8% | +104.2% | -59.4% | +35.7% |
| All | +44.8% | +97.7% | -53.0% | +35.7% |
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 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