+1,917.9%
VRT vs REPL
+45.1%
+1,872.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.7% | +9.5% |
| 7D | -10.6% | +14.2% | -24.8% | -11.2% |
| 30D | -17.4% | +65.9% | -83.3% | -19.8% |
| 3M | -26.4% | +84.6% | -111.0% | -29.0% |
| 6M | -41.0% | +446.9% | -487.9% | -48.1% |
| YTD | +23.8% | +129.0% | -105.2% | +10.1% |
| 1Y | +11.6% | +167.9% | -156.3% | -1.7% |
| 3Y | +403.5% | +93.9% | +309.6% | +282.8% |
| 5Y | +647.0% | -33.0% | +680.0% | +517.1% |
| All | +1,917.9% | +45.1% | +1,872.8% | +1,374.8% |
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 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