+155.0%
VTV vs REPL
-17.3%
+172.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.5% |
| 7D | -2.1% | -13.4% | +11.4% | -1.7% |
| 30D | -1.3% | -3.0% | +1.7% | -1.3% |
| 3M | +5.6% | +56.3% | -50.7% | +3.0% |
| 6M | +12.4% | +60.9% | -48.5% | +6.3% |
| YTD | +17.6% | +36.2% | -18.6% | +11.8% |
| 1Y | +23.5% | +121.0% | -97.5% | +12.8% |
| 3Y | +67.0% | -32.8% | +99.9% | +48.5% |
| 5Y | +80.5% | -58.7% | +139.2% | +62.8% |
| All | +155.0% | -17.3% | +172.3% | +91.3% |
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