+88.0%
VTR vs REPL
-53.9%
+141.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | -2.9% | -9.6% | +6.7% | -2.8% |
| 30D | -2.8% | +5.7% | -8.5% | -2.9% |
| 3M | +9.0% | +56.4% | -47.4% | +7.4% |
| 6M | +5.0% | +67.4% | -62.5% | +1.8% |
| YTD | +16.9% | +48.7% | -31.7% | +13.5% |
| 1Y | +34.3% | +148.3% | -114.0% | +27.6% |
| 3Y | +131.6% | -26.7% | +158.3% | +119.1% |
| 5Y | +88.0% | -54.1% | +142.1% | +80.8% |
| All | +88.0% | -53.9% | +141.9% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling