+144.6%
VT vs REPL
+45.5%
+99.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.6% |
| 7D | -0.1% | +12.7% | -12.9% | -0.5% |
| 30D | -3.1% | +73.5% | -76.5% | -4.9% |
| 3M | -3.5% | +70.3% | -73.8% | -5.4% |
| 6M | +0.5% | +472.0% | -471.5% | -8.2% |
| YTD | +10.8% | +139.5% | -128.7% | +2.1% |
| 1Y | +11.9% | +167.3% | -155.4% | +2.6% |
| 3Y | +73.0% | +109.5% | -36.6% | +40.2% |
| 5Y | +58.6% | -29.9% | +88.5% | +38.2% |
| All | +144.6% | +45.5% | +99.1% | +76.9% |
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