+83.1%
VSH vs REPL
+163.1%
-80.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.0% | +10.5% | +13.3% |
| 7D | +3.5% | +14.2% | -10.7% | +3.1% |
| 30D | -22.4% | +65.9% | -88.3% | -23.7% |
| 3M | -25.2% | +84.6% | -109.8% | -26.7% |
| 6M | -22.5% | +446.9% | -469.5% | -26.0% |
| YTD | +84.2% | +129.0% | -44.8% | +69.3% |
| All | +83.1% | +163.1% | -80.0% | +58.4% |
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 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