+159.7%
VTV vs REPL
-6.0%
+165.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +0.5% | -3.0% | +3.5% | +0.6% |
| 30D | +1.1% | +27.1% | -26.0% | +0.4% |
| 3M | +5.9% | +52.4% | -46.5% | +3.4% |
| 6M | +11.6% | +107.4% | -95.8% | +4.7% |
| YTD | +19.8% | +54.7% | -34.9% | +13.5% |
| 1Y | +26.2% | +158.9% | -132.6% | +14.7% |
| 3Y | +68.5% | -23.7% | +92.2% | +49.3% |
| 5Y | +79.9% | -54.3% | +134.2% | +62.0% |
| All | +159.7% | -6.0% | +165.7% | +94.2% |
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