+53.4%
VT vs REPL
-40.1%
+93.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -4.0% |
| 7D | -4.2% | +15.1% | -19.3% | -4.4% |
| 30D | -5.8% | +51.1% | -56.9% | -6.5% |
| 3M | -5.2% | +69.2% | -74.5% | -6.2% |
| 6M | +0.1% | +597.6% | -597.4% | -4.9% |
| YTD | +8.2% | +106.0% | -97.7% | +4.2% |
| 1Y | +10.1% | +133.3% | -123.2% | +5.6% |
| 3Y | +69.7% | +41.0% | +28.7% | +53.9% |
| 5Y | +53.4% | -40.1% | +93.5% | +46.6% |
| All | +53.4% | -40.1% | +93.4% | +46.6% |
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 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