+109.0%
VSH vs REPL
+136.7%
-27.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | +6.2% | -5.7% | +12.0% | +6.4% |
| 30D | -11.1% | +22.5% | -33.6% | -11.8% |
| 3M | -44.9% | +64.7% | -109.6% | -46.5% |
| 6M | +90.0% | +83.0% | +6.9% | +80.5% |
| YTD | +118.8% | +52.0% | +66.8% | +109.2% |
| 1Y | +109.0% | +144.5% | -35.6% | +90.1% |
| All | +109.0% | +136.7% | -27.7% | +90.1% |
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