+1,740.6%
VRT vs REPL
+40.9%
+1,699.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +3.0% |
| 7D | -21.4% | +22.8% | -44.1% | -22.3% |
| 30D | -25.8% | +63.8% | -89.6% | -27.9% |
| 3M | -33.5% | +68.1% | -101.6% | -35.6% |
| 6M | -49.0% | +528.5% | -577.5% | -55.6% |
| YTD | +12.9% | +122.4% | -109.5% | +0.6% |
| 1Y | 0.0% | +154.4% | -154.3% | -11.7% |
| 3Y | +361.8% | +68.0% | +293.8% | +256.0% |
| 5Y | +565.1% | -35.4% | +600.5% | +450.6% |
| All | +1,740.6% | +40.9% | +1,699.7% | +1,247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling