+113.8%
VTR vs REPL
-17.3%
+131.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.4% | +9.6% | +1.5% |
| 7D | -1.8% | -13.4% | +11.6% | -1.3% |
| 30D | +4.0% | -3.0% | +7.0% | +4.0% |
| 3M | +7.8% | +56.3% | -48.5% | +4.3% |
| 6M | +6.4% | +60.9% | -54.5% | -0.9% |
| YTD | +18.3% | +36.2% | -17.9% | +10.8% |
| 1Y | +33.9% | +121.0% | -87.1% | +19.7% |
| 3Y | +134.3% | -32.8% | +167.1% | +102.7% |
| 5Y | +90.3% | -58.7% | +148.9% | +67.7% |
| All | +113.8% | -17.3% | +131.1% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling