+141.9%
ACWI vs REPL
+35.1%
+106.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.3% |
| 7D | -2.4% | +22.8% | -25.1% | -3.0% |
| 30D | -5.2% | +63.8% | -69.0% | -6.8% |
| 3M | -4.8% | +68.1% | -72.9% | -6.7% |
| 6M | -1.3% | +528.5% | -529.8% | -10.2% |
| YTD | +8.4% | +122.4% | -114.0% | +0.2% |
| 1Y | +11.0% | +154.4% | -143.3% | +2.0% |
| 3Y | +70.6% | +68.0% | +2.6% | +40.8% |
| 5Y | +55.3% | -35.4% | +90.7% | +36.0% |
| All | +141.9% | +35.1% | +106.8% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling