+149.9%
ACWI vs REPL
+36.1%
+113.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.4% |
| 7D | -0.7% | +5.3% | -5.9% | -0.8% |
| 30D | -2.0% | +66.6% | -68.6% | -3.7% |
| 3M | -2.2% | +59.6% | -61.7% | -3.9% |
| 6M | +1.9% | +482.4% | -480.5% | -7.0% |
| YTD | +12.0% | +124.1% | -112.1% | +3.5% |
| 1Y | +12.5% | +138.6% | -126.0% | +3.7% |
| 3Y | +75.4% | +96.0% | -20.6% | +42.9% |
| 5Y | +61.5% | -35.4% | +96.9% | +41.5% |
| All | +149.9% | +36.1% | +113.8% | +81.8% |
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 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