+99.5%
BAC vs REPL
+35.1%
+64.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -1.0% |
| 7D | -1.2% | +22.8% | -24.0% | -2.0% |
| 30D | -7.7% | +63.8% | -71.4% | -9.5% |
| 3M | -21.2% | +68.1% | -89.3% | -22.9% |
| 6M | -6.8% | +528.5% | -535.3% | -16.4% |
| YTD | -8.7% | +122.4% | -131.1% | -16.5% |
| 1Y | -5.3% | +154.4% | -159.6% | -14.0% |
| 3Y | +87.4% | +68.0% | +19.5% | +49.8% |
| 5Y | +18.9% | -35.4% | +54.3% | +2.2% |
| All | +99.5% | +35.1% | +64.4% | +30.3% |
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