+8.4%
VSH vs REPL
+35.1%
-26.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +5.1% |
| 7D | -12.9% | +22.8% | -35.7% | -14.2% |
| 30D | -36.9% | +63.8% | -100.6% | -39.2% |
| 3M | -28.8% | +68.1% | -96.9% | -31.8% |
| 6M | -30.3% | +528.5% | -558.8% | -42.8% |
| YTD | +62.4% | +122.4% | -60.1% | +37.1% |
| 1Y | +62.5% | +154.4% | -91.8% | +35.5% |
| 3Y | +7.4% | +68.0% | -60.6% | -26.2% |
| 5Y | +25.4% | -35.4% | +60.8% | -4.7% |
| All | +8.4% | +35.1% | -26.8% | -38.8% |
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