+245.4%
VUG vs REPL
+39.1%
+206.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.7% |
| 7D | +0.5% | +14.2% | -13.7% | 0.0% |
| 30D | -8.2% | +65.9% | -74.0% | -10.2% |
| 3M | -5.4% | +84.6% | -90.0% | -8.0% |
| 6M | -2.5% | +446.9% | -449.5% | -12.5% |
| YTD | +4.2% | +129.0% | -124.8% | -5.5% |
| 1Y | +5.0% | +167.9% | -162.8% | -5.6% |
| 3Y | +81.7% | +93.9% | -12.2% | +42.2% |
| 5Y | +62.5% | -33.0% | +95.5% | +37.9% |
| All | +245.4% | +39.1% | +206.3% | +135.9% |
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