+107.7%
VSH vs REPL
+145.6%
-37.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.6% | -4.7% |
| 7D | +26.2% | +9.8% | +16.4% | +25.8% |
| 30D | -12.5% | +81.5% | -94.0% | -14.2% |
| 3M | -16.9% | +44.2% | -61.1% | -18.0% |
| 6M | -17.0% | +437.4% | -454.4% | -20.7% |
| YTD | +93.8% | +126.1% | -32.3% | +80.3% |
| All | +107.7% | +145.6% | -37.9% | +89.2% |
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