+588.9%
VST vs REPL
-35.6%
+624.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +8.0% | +2.6% | +10.4% |
| 7D | -9.8% | +22.8% | -32.6% | -10.1% |
| 30D | -25.1% | +63.8% | -88.9% | -25.7% |
| 3M | -11.6% | +68.1% | -79.7% | -12.3% |
| 6M | -20.9% | +528.5% | -549.4% | -23.6% |
| YTD | -22.3% | +122.4% | -144.7% | -24.4% |
| 1Y | -32.0% | +154.4% | -186.4% | -34.1% |
| 3Y | +262.4% | +68.0% | +194.4% | +232.8% |
| All | +588.9% | -35.6% | +624.5% | +553.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling