+139.6%
VT vs REPL
+35.1%
+104.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | 0.0% |
| 7D | -2.3% | +22.8% | -25.1% | -3.0% |
| 30D | -5.0% | +63.8% | -68.7% | -6.6% |
| 3M | -4.9% | +68.1% | -73.0% | -6.7% |
| 6M | -1.5% | +528.5% | -530.0% | -10.5% |
| YTD | +8.5% | +122.4% | -113.9% | +0.3% |
| 1Y | +11.4% | +154.4% | -143.0% | +2.2% |
| 3Y | +70.1% | +68.0% | +2.1% | +40.0% |
| 5Y | +53.7% | -35.4% | +89.1% | +34.4% |
| All | +139.6% | +35.1% | +104.4% | +73.6% |
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