+62.5%
VUG vs REPL
-35.0%
+97.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.5% | +1.2% | +1.3% | +2.5% |
| 30D | -6.3% | +92.2% | -98.5% | -7.8% |
| 3M | -6.0% | +44.1% | -50.1% | -7.0% |
| 6M | -3.5% | +313.0% | -316.6% | -8.7% |
| YTD | +3.9% | +125.2% | -121.3% | -1.9% |
| 1Y | +5.1% | +143.8% | -138.7% | -1.0% |
| 3Y | +77.9% | +104.2% | -26.3% | +49.2% |
| All | +62.5% | -35.0% | +97.5% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling