+78.9%
VTI vs REPL
+96.7%
-17.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.3% |
| 7D | -0.7% | +5.3% | -6.0% | -0.8% |
| 30D | -1.9% | +66.6% | -68.6% | -2.4% |
| 3M | -1.4% | +59.6% | -61.0% | -1.9% |
| 6M | +3.5% | +482.4% | -478.9% | +1.2% |
| YTD | +12.6% | +124.1% | -111.5% | +10.4% |
| 1Y | +12.7% | +138.6% | -125.8% | +10.5% |
| All | +78.9% | +96.7% | -17.8% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling