+22.9%
VSH vs REPL
+39.1%
-16.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.0% | +10.5% | +13.2% |
| 7D | +3.5% | +14.2% | -10.7% | +2.6% |
| 30D | -22.4% | +65.9% | -88.3% | -25.4% |
| 3M | -25.2% | +84.6% | -109.8% | -28.8% |
| 6M | -22.5% | +446.9% | -469.5% | -35.7% |
| YTD | +84.2% | +129.0% | -44.8% | +55.3% |
| 1Y | +87.1% | +167.9% | -80.8% | +55.3% |
| 3Y | +31.7% | +93.9% | -62.2% | -11.1% |
| 5Y | +42.6% | -33.0% | +75.5% | +8.0% |
| All | +22.9% | +39.1% | -16.2% | -30.7% |
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 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