+154.7%
VT vs REPL
-6.0%
+160.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | +1.0% | +27.1% | -26.2% | +0.1% |
| 3M | +2.4% | +52.4% | -50.0% | -0.6% |
| 6M | +12.0% | +107.4% | -95.4% | +3.7% |
| YTD | +15.3% | +54.7% | -39.4% | +8.0% |
| 1Y | +22.6% | +158.9% | -136.3% | +9.6% |
| 3Y | +74.7% | -23.7% | +98.4% | +51.7% |
| 5Y | +66.1% | -54.3% | +120.5% | +46.8% |
| All | +154.7% | -6.0% | +160.7% | +87.1% |
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 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