+35.6%
VSH vs REPL
+36.1%
-0.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.4% | +15.2% | +9.2% |
| 7D | +12.8% | +5.3% | +7.5% | +12.4% |
| 30D | -9.0% | +66.6% | -75.7% | -12.6% |
| 3M | -12.2% | +59.6% | -71.7% | -15.5% |
| 6M | -15.9% | +482.4% | -498.3% | -30.6% |
| YTD | +103.2% | +124.1% | -20.8% | +71.5% |
| 1Y | +108.4% | +138.6% | -30.1% | +74.8% |
| 3Y | +41.6% | +96.0% | -54.5% | -4.7% |
| 5Y | +54.6% | -35.4% | +90.0% | +17.5% |
| All | +35.6% | +36.1% | -0.5% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling