+63.4%
VSH vs REPL
+125.1%
-61.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.1% |
| 7D | -13.6% | +28.8% | -42.5% | -14.3% |
| 30D | -30.4% | +57.3% | -87.7% | -31.4% |
| 3M | -33.3% | +73.6% | -106.9% | -34.6% |
| 6M | -15.1% | +582.8% | -597.9% | -18.9% |
| YTD | +80.2% | +112.9% | -32.6% | +69.5% |
| 1Y | +63.4% | +130.7% | -67.3% | +42.0% |
| All | +63.4% | +125.1% | -61.8% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling