+13.8%
VRT vs REPL
+125.1%
-111.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.2% | -13.1% | -12.9% |
| 7D | -15.4% | +28.8% | -44.2% | -16.5% |
| 30D | -19.0% | +57.3% | -76.3% | -20.8% |
| 3M | -23.8% | +73.6% | -97.4% | -25.9% |
| 6M | -37.9% | +582.8% | -620.7% | -41.7% |
| YTD | +27.0% | +112.9% | -85.9% | +14.1% |
| 1Y | +13.8% | +130.7% | -116.9% | +1.0% |
| All | +13.8% | +125.1% | -111.3% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling