+47.6%
VSH vs REPL
-6.0%
+53.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +4.6% |
| 7D | +4.1% | -3.0% | +7.0% | +4.3% |
| 30D | -4.2% | +27.1% | -31.3% | -6.1% |
| 3M | -50.0% | +52.4% | -102.4% | -53.0% |
| 6M | +80.2% | +107.4% | -27.3% | +53.3% |
| YTD | +121.1% | +54.7% | +66.4% | +92.4% |
| 1Y | +112.0% | +158.9% | -46.9% | +68.3% |
| 3Y | +22.5% | -23.7% | +46.3% | -7.7% |
| 5Y | +64.0% | -54.3% | +118.4% | +27.9% |
| All | +47.6% | -6.0% | +53.6% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling