+256.4%
VUG vs REPL
-17.3%
+273.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.8% | -0.2% |
| 7D | -1.9% | -13.4% | +11.5% | -1.3% |
| 30D | -1.6% | -3.0% | +1.4% | -1.5% |
| 3M | +4.4% | +56.3% | -51.9% | +0.5% |
| 6M | +13.2% | +60.9% | -47.7% | +4.4% |
| YTD | +7.5% | +36.2% | -28.7% | -0.3% |
| 1Y | +12.5% | +121.0% | -108.6% | -1.0% |
| 3Y | +86.0% | -32.8% | +118.8% | +57.9% |
| 5Y | +76.5% | -58.7% | +135.1% | +52.4% |
| All | +256.4% | -17.3% | +273.6% | +148.9% |
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