+227.8%
VST vs REPL
+37.4%
+190.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -2.9% | -6.1% |
| 7D | -19.9% | +15.1% | -35.0% | -20.0% |
| 30D | -29.7% | +51.1% | -80.8% | -29.8% |
| 3M | -19.6% | +69.2% | -88.8% | -19.8% |
| 6M | -29.4% | +597.6% | -627.0% | -30.0% |
| YTD | -29.7% | +106.0% | -135.7% | -30.2% |
| 1Y | -40.0% | +133.3% | -173.4% | -40.5% |
| All | +227.8% | +37.4% | +190.4% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling