+77.7%
VUG vs REPL
+48.4%
+29.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.8% |
| 7D | -3.4% | +22.8% | -26.2% | -3.6% |
| 30D | -11.1% | +63.8% | -74.9% | -11.6% |
| 3M | -7.2% | +68.1% | -75.4% | -7.8% |
| 6M | -4.1% | +528.5% | -532.6% | -6.7% |
| YTD | +1.4% | +122.4% | -121.0% | -0.9% |
| 1Y | +1.9% | +154.4% | -152.4% | -0.6% |
| 3Y | +77.7% | +68.0% | +9.8% | +68.6% |
| All | +77.7% | +48.4% | +29.4% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling