+654.4%
VRT vs REPL
-35.0%
+689.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.6% |
| 7D | +10.5% | +1.2% | +9.3% | +10.4% |
| 30D | -9.3% | +92.2% | -101.5% | -12.2% |
| 3M | -29.6% | +44.1% | -73.7% | -31.0% |
| 6M | -45.4% | +313.0% | -358.4% | -50.2% |
| YTD | +24.8% | +125.2% | -100.4% | +13.3% |
| 1Y | +23.6% | +143.8% | -120.1% | +11.8% |
| 3Y | +379.7% | +104.2% | +275.5% | +269.1% |
| All | +654.4% | -35.0% | +689.4% | +593.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling