+17.8%
VTEB vs REPL
-7.7%
+25.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.2% | -5.7% | +5.5% | -0.2% |
| 30D | -1.6% | +22.5% | -24.1% | -1.7% |
| 3M | -2.0% | +64.7% | -66.6% | -2.3% |
| 6M | -1.7% | +83.0% | -84.7% | -2.3% |
| YTD | -0.6% | +52.0% | -52.5% | -1.2% |
| 1Y | +1.8% | +144.5% | -142.7% | +0.8% |
| 3Y | +9.6% | -25.1% | +34.6% | +8.2% |
| 5Y | +2.1% | -52.9% | +54.9% | +0.9% |
| All | +17.8% | -7.7% | +25.5% | +13.7% |
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