+115.1%
VTR vs REPL
+36.1%
+78.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.3% |
| 7D | +1.4% | +5.3% | -3.9% | +1.2% |
| 30D | +8.2% | +66.6% | -58.4% | +6.2% |
| 3M | +4.6% | +59.6% | -55.0% | +2.7% |
| 6M | +4.3% | +482.4% | -478.0% | -5.4% |
| YTD | +19.0% | +124.1% | -105.1% | +9.4% |
| 1Y | +21.6% | +138.6% | -116.9% | +11.4% |
| 3Y | +132.2% | +96.0% | +36.1% | +86.6% |
| 5Y | +94.4% | -35.4% | +129.8% | +69.3% |
| All | +115.1% | +36.1% | +78.9% | +53.8% |
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 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