+2,723.0%
VRT vs REPL
-2.0%
+2,725.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.4% |
| 7D | +9.1% | -3.0% | +12.1% | +9.3% |
| 30D | +0.9% | +27.1% | -26.2% | -0.5% |
| 3M | -13.4% | +52.4% | -65.8% | -17.3% |
| 6M | +11.7% | +107.4% | -95.8% | +0.2% |
| YTD | +73.2% | +54.7% | +18.5% | +57.7% |
| 1Y | +123.4% | +158.9% | -35.4% | +91.1% |
| 3Y | +606.2% | -23.7% | +629.9% | +485.8% |
| 5Y | +899.9% | -54.3% | +954.2% | +743.9% |
| All | +2,723.0% | -2.0% | +2,725.0% | +2,011.5% |
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 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