+193.2%
VTI vs REPL
+36.1%
+157.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.5% |
| 7D | -0.7% | +5.3% | -6.0% | -0.9% |
| 30D | -1.9% | +66.6% | -68.6% | -3.8% |
| 3M | -1.4% | +59.6% | -61.0% | -3.3% |
| 6M | +3.5% | +482.4% | -478.9% | -6.3% |
| YTD | +12.6% | +124.1% | -111.5% | +3.3% |
| 1Y | +12.7% | +138.6% | -125.8% | +3.1% |
| 3Y | +78.8% | +96.0% | -17.2% | +42.8% |
| 5Y | +67.2% | -35.4% | +102.6% | +44.5% |
| All | +193.2% | +36.1% | +157.1% | +106.3% |
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