+655.1%
VST vs REPL
-6.0%
+661.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +3.6% |
| 7D | +8.9% | -3.0% | +11.9% | +9.0% |
| 30D | +6.2% | +27.1% | -20.9% | +5.3% |
| 3M | -2.7% | +52.4% | -55.1% | -5.3% |
| 6M | -8.4% | +107.4% | -115.8% | -14.6% |
| YTD | -7.2% | +54.7% | -61.9% | -12.5% |
| 1Y | -20.9% | +158.9% | -179.8% | -29.0% |
| 3Y | +384.0% | -23.7% | +407.7% | +322.9% |
| 5Y | +757.1% | -54.3% | +811.4% | +663.8% |
| All | +655.1% | -6.0% | +661.1% | +451.0% |
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