+80.6%
VTV vs REPL
-53.9%
+134.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.3% |
| 7D | -0.7% | -9.6% | +8.9% | -0.6% |
| 30D | -0.5% | +5.7% | -6.2% | -0.6% |
| 3M | +5.3% | +56.4% | -51.1% | +4.3% |
| 6M | +12.9% | +67.4% | -54.6% | +10.3% |
| YTD | +18.5% | +48.7% | -30.2% | +15.9% |
| 1Y | +25.3% | +148.3% | -123.0% | +20.2% |
| 3Y | +68.2% | -26.7% | +94.9% | +60.9% |
| 5Y | +80.6% | -54.1% | +134.8% | +71.3% |
| All | +80.6% | -53.9% | +134.5% | +71.3% |
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 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