+163.9%
VTV vs REPL
+37.4%
+126.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | +2.3% | +9.8% | -7.5% | +2.0% |
| 30D | +3.8% | +81.5% | -77.7% | +2.0% |
| 3M | +1.7% | +44.2% | -42.5% | +0.5% |
| 6M | +10.9% | +437.4% | -426.5% | +3.0% |
| YTD | +21.7% | +126.1% | -104.4% | +13.9% |
| 1Y | +23.4% | +143.1% | -119.8% | +15.1% |
| 3Y | +78.0% | +97.8% | -19.8% | +48.8% |
| 5Y | +77.4% | -34.3% | +111.7% | +58.3% |
| All | +163.9% | +37.4% | +126.5% | +95.0% |
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 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