-32.0%
VST vs REPL
+152.6%
-184.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +8.0% | +2.6% | +10.5% |
| 7D | -9.8% | +22.8% | -32.6% | -9.9% |
| 30D | -25.1% | +63.8% | -88.9% | -25.3% |
| 3M | -11.6% | +68.1% | -79.7% | -11.7% |
| 6M | -20.9% | +528.5% | -549.4% | -19.0% |
| YTD | -22.3% | +122.4% | -144.7% | -25.6% |
| 1Y | -32.0% | +154.4% | -186.4% | -35.5% |
| All | -32.0% | +152.6% | -184.6% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling