+66.6%
VTV vs REPL
-33.1%
+99.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.7% |
| 7D | -2.1% | -13.4% | +11.4% | -2.0% |
| 30D | -1.3% | -3.0% | +1.7% | -1.3% |
| 3M | +5.6% | +56.3% | -50.7% | +5.2% |
| 6M | +12.4% | +60.9% | -48.5% | +11.3% |
| YTD | +17.6% | +36.2% | -18.6% | +16.6% |
| 1Y | +23.5% | +121.0% | -97.5% | +21.3% |
| All | +66.6% | -33.1% | +99.8% | +59.0% |
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