+87.8%
VXUS vs REPL
+35.1%
+52.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.0% | -7.8% | -0.1% |
| 7D | -1.8% | +22.8% | -24.5% | -2.4% |
| 30D | -4.6% | +63.8% | -68.4% | -6.1% |
| 3M | -6.1% | +68.1% | -74.2% | -7.7% |
| 6M | -4.9% | +528.5% | -533.4% | -12.7% |
| YTD | +8.1% | +122.4% | -114.4% | +0.6% |
| 1Y | +12.1% | +154.4% | -142.3% | +3.8% |
| 3Y | +63.9% | +68.0% | -4.1% | +37.6% |
| 5Y | +43.1% | -35.4% | +78.5% | +26.8% |
| All | +87.8% | +35.1% | +52.6% | +41.7% |
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