+123.4%
VRT vs REPL
+161.1%
-37.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.4% |
| 7D | +9.1% | -3.0% | +12.1% | +9.2% |
| 30D | +0.9% | +27.1% | -26.2% | +0.3% |
| 3M | -13.4% | +52.4% | -65.8% | -15.5% |
| 6M | +11.7% | +107.4% | -95.8% | +9.1% |
| YTD | +73.2% | +54.7% | +18.5% | +68.4% |
| 1Y | +123.4% | +158.9% | -35.4% | +120.9% |
| All | +123.4% | +161.1% | -37.7% | +120.9% |
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