+46.1%
VXUS vs REPL
-35.0%
+81.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.1% | +1.2% | +0.9% | +2.1% |
| 30D | -1.1% | +92.2% | -93.3% | -2.1% |
| 3M | -5.6% | +44.1% | -49.7% | -6.2% |
| 6M | -2.3% | +313.0% | -315.3% | -5.5% |
| YTD | +10.4% | +125.2% | -114.9% | +6.6% |
| 1Y | +13.1% | +143.8% | -130.7% | +9.0% |
| 3Y | +68.0% | +104.2% | -36.2% | +50.2% |
| All | +46.1% | -35.0% | +81.1% | +39.6% |
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 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