+2,826.7%
VRT vs REPL
-3.7%
+2,830.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +3.8% |
| 7D | +13.6% | -5.7% | +19.4% | +13.9% |
| 30D | +6.8% | +22.5% | -15.7% | +5.5% |
| 3M | -3.2% | +64.7% | -67.9% | -7.9% |
| 6M | +20.3% | +83.0% | -62.7% | +8.8% |
| YTD | +79.6% | +52.0% | +27.6% | +63.6% |
| 1Y | +139.0% | +144.5% | -5.5% | +105.3% |
| 3Y | +644.6% | -25.1% | +669.7% | +518.3% |
| 5Y | +1,024.4% | -52.9% | +1,077.2% | +845.8% |
| All | +2,826.7% | -3.7% | +2,830.4% | +2,091.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling