+209.1%
VOO vs REPL
+36.1%
+173.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.5% |
| 7D | -0.9% | +5.3% | -6.2% | -1.1% |
| 30D | -2.3% | +66.6% | -69.0% | -4.2% |
| 3M | -1.2% | +59.6% | -60.7% | -2.9% |
| 6M | +3.3% | +482.4% | -479.0% | -5.9% |
| YTD | +12.3% | +124.1% | -111.8% | +3.5% |
| 1Y | +12.5% | +138.6% | -126.1% | +3.4% |
| 3Y | +79.2% | +96.0% | -16.9% | +44.9% |
| 5Y | +75.7% | -35.4% | +111.1% | +53.2% |
| All | +209.1% | +36.1% | +173.0% | +119.8% |
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