+104.8%
VXUS vs REPL
-6.0%
+110.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +1.0% | -3.0% | +4.0% | +1.1% |
| 30D | +2.2% | +27.1% | -24.9% | +1.4% |
| 3M | +3.0% | +52.4% | -49.4% | +0.3% |
| 6M | +10.7% | +107.4% | -96.8% | +3.3% |
| YTD | +17.8% | +54.7% | -36.9% | +11.1% |
| 1Y | +27.6% | +158.9% | -131.3% | +15.3% |
| 3Y | +73.3% | -23.7% | +97.0% | +52.6% |
| 5Y | +54.3% | -54.3% | +108.7% | +38.1% |
| All | +104.8% | -6.0% | +110.8% | +56.4% |
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 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