+1,855.0%
VRT vs REPL
+51.8%
+1,803.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.6% | -7.7% | -3.4% |
| 7D | -17.7% | +12.7% | -30.4% | -18.2% |
| 30D | -20.0% | +73.5% | -93.5% | -22.5% |
| 3M | -28.1% | +70.3% | -98.4% | -30.3% |
| 6M | -42.8% | +472.0% | -514.8% | -49.9% |
| YTD | +20.0% | +139.5% | -119.5% | +6.4% |
| 1Y | +3.5% | +167.3% | -163.8% | -8.9% |
| 3Y | +366.1% | +109.5% | +256.6% | +252.0% |
| 5Y | +632.2% | -29.9% | +662.1% | +503.2% |
| All | +1,855.0% | +51.8% | +1,803.2% | +1,324.9% |
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 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