+113.2%
VTR vs REPL
+37.4%
+75.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +0.7% | +9.8% | -9.1% | +0.3% |
| 30D | +6.9% | +81.5% | -74.6% | +4.6% |
| 3M | +1.3% | +44.2% | -42.9% | -0.2% |
| 6M | +2.5% | +437.4% | -434.9% | -6.7% |
| YTD | +18.0% | +126.1% | -108.1% | +8.4% |
| 1Y | +19.5% | +143.1% | -123.7% | +9.3% |
| 3Y | +130.2% | +97.8% | +32.4% | +84.9% |
| 5Y | +93.8% | -34.3% | +128.1% | +68.6% |
| All | +113.2% | +37.4% | +75.8% | +52.4% |
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