+397.6%
VRT vs REPL
+98.6%
+299.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +18.6% | +9.8% | +8.8% | +18.3% |
| 30D | -11.7% | +81.5% | -93.2% | -13.2% |
| 3M | -27.3% | +44.2% | -71.5% | -28.2% |
| 6M | -42.9% | +437.4% | -480.3% | -45.6% |
| YTD | +29.5% | +126.1% | -96.6% | +23.6% |
| 1Y | +21.0% | +143.1% | -122.1% | +15.4% |
| All | +397.6% | +98.6% | +299.1% | +380.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling