+564.5%
VST vs REPL
+45.5%
+519.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.6% | -2.2% |
| 7D | -6.0% | +12.7% | -18.8% | -6.4% |
| 30D | -18.8% | +73.5% | -92.2% | -20.3% |
| 3M | -8.0% | +70.3% | -78.3% | -9.8% |
| 6M | -10.9% | +472.0% | -482.9% | -18.0% |
| YTD | -18.3% | +139.5% | -157.8% | -24.2% |
| 1Y | -29.9% | +167.3% | -197.2% | -35.3% |
| 3Y | +290.3% | +109.5% | +180.8% | +218.4% |
| 5Y | +635.3% | -29.9% | +665.2% | +546.5% |
| All | +564.5% | +45.5% | +519.0% | +377.5% |
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 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