+47.0%
VSH vs REPL
-9.7%
+56.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | +3.5% | -9.6% | +13.1% | +4.3% |
| 30D | -4.4% | +5.7% | -10.1% | -4.9% |
| 3M | -45.8% | +56.4% | -102.2% | -49.3% |
| 6M | +90.1% | +67.4% | +22.7% | +65.1% |
| YTD | +120.3% | +48.7% | +71.7% | +92.3% |
| 1Y | +112.2% | +148.3% | -36.0% | +69.1% |
| 3Y | +36.6% | -26.7% | +63.3% | +3.2% |
| 5Y | +67.0% | -54.1% | +121.2% | +29.7% |
| All | +47.0% | -9.7% | +56.7% | -14.3% |
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