+61.1%
VNQ vs REPL
-6.0%
+67.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -1.2% |
| 30D | -2.9% | +27.1% | -30.1% | -3.7% |
| 3M | +0.8% | +52.4% | -51.6% | -1.8% |
| 6M | +2.5% | +107.4% | -105.0% | -4.6% |
| YTD | +10.6% | +54.7% | -44.1% | +4.1% |
| 1Y | +9.1% | +158.9% | -149.8% | -2.1% |
| 3Y | +31.0% | -23.7% | +54.8% | +13.9% |
| 5Y | +4.9% | -54.3% | +59.2% | -7.4% |
| All | +61.1% | -6.0% | +67.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling