+79.7%
VWO vs REPL
-9.7%
+89.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | +0.2% | -9.6% | +9.7% | +0.5% |
| 30D | +0.9% | +5.7% | -4.8% | +0.7% |
| 3M | +4.3% | +56.4% | -52.1% | +1.2% |
| 6M | +10.5% | +67.4% | -56.9% | +3.7% |
| YTD | +13.4% | +48.7% | -35.3% | +6.6% |
| 1Y | +18.6% | +148.3% | -129.7% | +6.7% |
| 3Y | +65.8% | -26.7% | +92.5% | +45.1% |
| 5Y | +35.2% | -54.1% | +89.4% | +19.8% |
| All | +79.7% | -9.7% | +89.4% | +35.5% |
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