+131.2%
VTR vs REPL
+96.7%
+34.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.1% |
| 7D | +1.4% | +5.3% | -3.9% | +1.3% |
| 30D | +8.2% | +66.6% | -58.4% | +7.8% |
| 3M | +4.6% | +59.6% | -55.0% | +4.2% |
| 6M | +4.3% | +482.4% | -478.0% | +1.9% |
| YTD | +19.0% | +124.1% | -105.1% | +16.6% |
| 1Y | +21.6% | +138.6% | -116.9% | +19.1% |
| All | +131.2% | +96.7% | +34.5% | +117.7% |
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 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